Official Result (MOF)
| Auction Date | 2004-03-18 |
|---|
| Issue Date | 2004-03-25 |
|---|
| Issue | JGB (20-Year) No. 67(new) |
|---|
| Coupon (%) | 1.9% |
|---|
| Maturity | 2024-03-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥500B |
|---|
| Competitive Bids | ¥1.3T |
|---|
| Accepted Amount | ¥499.3B |
|---|
| Lowest Accepted Price | 99.45(1.938%) |
|---|
| Weighted Avg Price | 99.55(1.931%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | — |
|---|
| Non-competitive II | — |
|---|
Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.66 | 2.39 | 2.15 | 1.62 | 3.05 | +1.29 |
| Tail (sen) | 10 | 7 | 13 | 5 | 28 | -0.34 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | B (score +0.82) | (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) | 0.7 | 0.4 |
Same-tenor Auction History