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auctions / 5Y / 2004-06-08

Official Result (MOF)

Auction Date2004-06-08
Issue Date2004-06-25
IssueJGB (5-Year) No. 37(new)
Coupon (%)0.8%
Maturity2009-06-20
Methodprice conventional
Offering¥2T
Competitive Bids¥7T
Accepted Amount¥2T
Lowest Accepted Price99.90(0.820%)
Weighted Avg Price99.91(0.818%)
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37回)
Legal basis財政法(昭和22年法律第34号)第4条第1項及び平成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項並びに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/Cover3.552.452.711.873.44+2.09
Tail (sen)12214-0.78
Non-competitive take-up0.0%0.0%
GradeA (score +1.44)(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)0.20.4

Same-tenor Auction History

2.003.002003-062003-102004-022004-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2004-06-08JGB (5-Year) No. 373.5510.818
2004-05-18JGB (5-Year) No. 352.4520.608
2004-04-13JGB (5-Year) No. 363.2810.697
2004-03-09JGB (5-Year) No. 352.6110.587
2004-02-10JGB (5-Year) No. 342.6410.476
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