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auctions / 5Y / 2004-01-15

Official Result (MOF)

Auction Date2004-01-15
Issue Date2004-01-30
IssueJGB (5-Year) No. 33(reopen)
Coupon (%)0.6%
Maturity2008-12-20
Methodprice conventional
Offering¥1.9T
Competitive Bids¥5.1T
Accepted Amount¥1.9T
Lowest Accepted Price100.28(0.541%)
Weighted Avg Price100.29(0.539%)
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33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/Cover2.722.713.021.874.73-0.40
Tail (sen)11214-0.69
Non-competitive take-up0.0%0.0%
GradeC (score +0.15)(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)0.20.2

Same-tenor Auction History

2.003.004.002003-012003-052003-092004-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2004-01-15JGB (5-Year) No. 332.7210.539
2003-12-09JGB (5-Year) No. 332.7110.622
2003-11-11JGB (5-Year) No. 322.5420.685
2003-10-09JGB (5-Year) No. 313.1420.560
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