overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 5Y / 2004-12-09

Official Result (MOF)

Auction Date2004-12-09
Issue Date2004-12-27
IssueJGB (5-Year) No. 42(new)
Coupon (%)0.6%
Maturity2009-12-20
Methodprice conventional
Offering¥2T
Competitive Bids¥7.4T
Accepted Amount¥2T
Lowest Accepted Price100.18(0.562%)
Weighted Avg Price100.19(0.560%)
Allotment Ratio
Non-competitive I
Non-competitive II¥51B

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42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 IIheld
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.724.193.162.454.99+0.78
Tail (sen)10102-0.17
Non-competitive take-up2.5%8.4%
GradeB (score +0.48)(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)0.20.0

Same-tenor Auction History

3.004.005.002003-122004-042004-082004-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2004-12-09JGB (5-Year) No. 423.7210.560
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