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auctions / 5Y / 2004-11-09

Official Result (MOF)

Auction Date2004-11-09
Issue Date2004-11-22
IssueJGB (5-Year) No. 41(new)
Coupon (%)0.7%
Maturity2009-09-20
Methodprice conventional
Offering¥2T
Competitive Bids¥8.3T
Accepted Amount¥2T
Lowest Accepted Price100.20(0.657%)
Weighted Avg Price100.20(0.657%)
Allotment Ratio
Non-competitive I
Non-competitive II¥182.9B

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41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3月20日及び9月20日
Planned amount
Bid deadline
Payment date
Non-competitive IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.194.993.022.454.99+1.76
Tail (sen)02112-2.89
Non-competitive take-up8.4%8.2%
GradeA (score +2.32)(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)0.00.4

Same-tenor Auction History

3.004.005.002003-112004-032004-072004-11
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2004-11-09JGB (5-Year) No. 414.1900.657
2004-10-14JGB (5-Year) No. 404.9920.631
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