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auctions / 5Y / 2004-09-07

Official Result (MOF)

Auction Date2004-09-07
Issue Date2004-09-27
IssueJGB (5-Year) No. 39(new)
Coupon (%)0.8%
Maturity2009-09-20
Methodprice conventional
Offering¥2T
Competitive Bids¥5.7T
Accepted Amount¥2T
Lowest Accepted Price100.27(0.743%)
Weighted Avg Price100.28(0.741%)
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39回)
Legal basis平成16年度における財政運営のための公債の発行の特例等に関する法律(平成16年法律第22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/Cover2.902.942.781.873.55+0.28
Tail (sen)11214-0.58
Non-competitive take-up0.0%0.0%
GradeB (score +0.43)(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

2.003.002003-092004-012004-052004-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2004-09-07JGB (5-Year) No. 392.9010.741
2004-08-12JGB (5-Year) No. 372.9410.774
2004-07-15JGB (5-Year) No. 382.9210.842
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