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auctions / 10Y / 2024-02-05

Official Result (MOF)

Auction Date2024-02-05
Issue Date2024-02-06
IssueInflation-Indexed JGB (10-Year) No. 28(reopen)
Coupon (%)0.005%
Maturity2033-03-10
Methodprice conventional
Offering¥250B
Competitive Bids¥749.6B
Accepted Amount¥250B
Lowest Accepted Price104.50(-0.468%)
Weighted Avg Price
Allotment Ratio
Non-competitive I
Non-competitive II

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Offering Terms (from MOF notice) documents →

Official name利付国庫債券(物価連動・10年)(第28回)
Legal basis特別会計に関する法律(平成19年法律第23号)第46条第1項
Coupon dates毎年3月10日及び9月10日
Planned amount¥250B
Bid deadline2024-02-05 11:50
Payment date2024-02-06
Non-competitive II
Price terms募入最低価格により決定

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.002.733.312.734.20-0.76
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeD (score -0.76)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor

Same-tenor Auction History

3.004.002021-022022-022023-022024-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-02-05Inflation-Indexed JGB (10-Year) No. 283.00-0.468
2023-11-07Inflation-Indexed JGB (10-Year) No. 282.73-0.480
2023-08-03Inflation-Indexed JGB (10-Year) No. 282.91-0.510
2023-05-23Inflation-Indexed JGB (10-Year) No. 283.50-0.595
2023-02-09Inflation-Indexed JGB (10-Year) No. 273.06-0.173
2022-11-07Inflation-Indexed JGB (10-Year) No. 273.28-0.733
2022-08-04Inflation-Indexed JGB (10-Year) No. 273.32-0.708
2022-05-16Inflation-Indexed JGB (10-Year) No. 273.62-0.715
2022-02-08Inflation-Indexed JGB (10-Year) No. 264.20-0.388
2021-11-04Inflation-Indexed JGB (10-Year) No. 263.31-0.357
2021-08-05Inflation-Indexed JGB (10-Year) No. 262.88-0.174
2021-05-17Inflation-Indexed JGB (10-Year) No. 263.82-0.185
2021-02-08Inflation-Indexed JGB (10-Year) No. 253.07-0.121