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auctions / 5Y / 2003-09-09

Official Result (MOF)

Auction Date2003-09-09
Issue Date2003-09-25
IssueJGB (5-Year) No. 30(new)
Coupon (%)0.8%
Maturity2008-09-20
Methodprice conventional
Offering¥1.9T
Competitive Bids¥3.5T
Accepted Amount¥1.9T
Lowest Accepted Price99.80(0.841%)
Weighted Avg Price99.84(0.833%)
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(5年)(第30回)
Legal basis平成15年度における公債の発行の特例に関する法律(平 及びその条項 成15年法律第18号)第2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
Coupon dates毎年 3月20日及び9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/Cover1.872.663.031.754.73-1.54
Tail (sen)42104+2.98
Non-competitive take-up0.0%0.0%
GradeE (score -2.26)(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)0.80.4

Same-tenor Auction History

2.004.002002-092003-012003-052003-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2003-09-09JGB (5-Year) No. 301.8740.833
2003-08-12JGB (5-Year) No. 292.6620.306
2003-07-08JGB (5-Year) No. 282.4840.489
2003-06-10JGB (5-Year) No. 273.4410.153
2003-05-15JGB (5-Year) No. 264.7310.191
2003-04-10JGB (5-Year) No. 254.0410.254
2003-03-11JGB (5-Year) No. 253.2410.253
2003-02-13JGB (5-Year) No. 243.0410.287
2003-01-16JGB (5-Year) No. 242.3110.268
2002-12-03JGB (5-Year) No. 232.7010.320
2002-11-07JGB (5-Year) No. 222.8100.285
2002-10-03JGB (5-Year) No. 223.1810.316
2002-09-03JGB (5-Year) No. 221.7510.308