Official Result (MOF)
| Auction Date | 2005-09-27 |
|---|
| Issue Date | 2005-10-17 |
|---|
| Issue | JGB (2-Year) No. 237(new) |
|---|
| Coupon (%) | 0.2% |
|---|
| Maturity | 2007-10-15 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.7T |
|---|
| Competitive Bids | ¥6.1T |
|---|
| Accepted Amount | ¥1.6T |
|---|
| Lowest Accepted Price | 100.03(0.187%) |
|---|
| Weighted Avg Price | 100.03(0.186%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥135.1B |
|---|
| Non-competitive II | ¥0M |
|---|
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(2年)(第237回) |
|---|
| Legal basis | 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項及び国債整理基金特別会計法(明治39年法律第6号)第5条ノ2 |
|---|
| Coupon dates | 毎年4月15日及び10月15日 |
|---|
| Planned amount | — |
|---|
| Bid deadline | — |
|---|
| Payment date | — |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.92 | 4.56 | 72.82 | 3.56 | 268.49 | -0.96 |
| Tail (sen) | 0 | 1 | 0 | 0 | 1 | -0.74 |
| Non-competitive take-up | 8.0% | 15.1% | |
| Grade | C (score -0.11) | (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) | 0.1 | 0.3 |
Same-tenor Auction History