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auctions / 5Y / 2005-02-09

Official Result (MOF)

Auction Date2005-02-09
Issue Date2005-02-25
IssueJGB (5-Year) No. 42(reopen)
Coupon (%)0.6%
Maturity2009-12-20
Methodprice conventional
Offering¥2T
Competitive Bids¥7.5T
Accepted Amount¥2T
Lowest Accepted Price100.16(0.565%)
Weighted Avg Price100.17(0.563%)
Allotment Ratio
Non-competitive I
Non-competitive II¥44.3B

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財政法(昭和22年法律第34号)第4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/Cover3.774.583.402.454.99+0.48
Tail (sen)11102-0.17
Non-competitive take-up2.2%4.4%
GradeB (score +0.32)(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)0.20.2

Same-tenor Auction History

3.004.005.002004-022004-062004-102005-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2005-02-09JGB (5-Year) No. 423.7710.563
2005-01-13JGB (5-Year) No. 434.5810.556
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