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auctions / 10Y / 2024-05-20

Official Result (MOF)

Auction Date2024-05-20
Issue Date2024-05-21
IssueInflation-Indexed JGB (10-Year) No. 29(new)
Coupon (%)0.005%
Maturity2034-03-10
Methodprice conventional
Offering¥250B
Competitive Bids¥1.1T
Accepted Amount¥249.9B
Lowest Accepted Price105.70(-0.545%)
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29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 deadline2024-05-20 11:50
Payment date2024-05-21
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/Cover4.273.003.302.734.20+2.36
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeA (score +2.36)(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

3.004.002021-052022-052023-052024-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2024-05-20Inflation-Indexed JGB (10-Year) No. 294.27-0.545
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