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auctions / 10Y / 2005-02-03

Official Result (MOF)

Auction Date2005-02-03
Issue Date2005-02-21
IssueJGB (10-Year) No. 267(new)
Coupon (%)1.3%
Maturity2014-12-20
Methodprice conventional
Offering¥1.9T
Competitive Bids¥103.3T
Accepted Amount¥1.6T
Lowest Accepted Price100.35(1.260%)
Weighted Avg Price100.39(1.256%)
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(10年)(第267回)
Legal basis財政法(昭和22年法律第34号)第4条第1項及び財政融資資金特別会計法(昭和26年法律第101号)第11条第1項並びに国債整理基金特別会計法(明治39年法律第6号)第5条第1項及び第5条ノ2
Coupon dates毎年6月20日及び12月20日
Planned amount
Bid deadline
Payment date
Non-competitive II
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover65.014.7528.881.9965.75+1.21
Tail (sen)456142-0.21
Non-competitive take-up0.0%0.0%
GradeB (score +0.71)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor
Yield tail (bp)0.40.6

Same-tenor Auction History

0.0025.0050.002004-022004-062004-102005-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2005-02-03JGB (10-Year) No. 26765.0141.256
2005-01-06JGB (10-Year) No. 2664.7551.365
2004-12-02JGB (10-Year) No. 26565.1031.445
2004-11-02JGB (10-Year) No. 26465.3241.529
2004-10-05JGB (10-Year) No. 26464.7411.527
2004-09-02JGB (10-Year) No. 26365.7511.512
2004-08-03JGB (10-Year) No. 2628.7421.850
2004-07-06JGB (10-Year) No. 2613.0041.748
2004-06-01JGB (10-Year) No. 26059.4111.512
2004-05-11JGB (10-Year) No. 2592.3451.500
2004-04-06JGB (10-Year) No. 2592.7661.464
2004-03-02JGB (10-Year) No. 2581.99421.309
2004-02-03JGB (10-Year) No. 2572.6321.263