overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 5Y / 2005-07-12

Official Result (MOF)

Auction Date2005-07-12
Issue Date2005-07-25
IssueJGB (5-Year) No. 47(reopen)
Coupon (%)0.5%
Maturity2010-06-20
Methodprice conventional
Offering¥2T
Competitive Bids¥7T
Accepted Amount¥1.8T
Lowest Accepted Price100.19(0.460%)
Weighted Avg Price100.20(0.458%)
Allotment Ratio
Non-competitive I¥164.9B
Non-competitive II¥0M

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47回)
Legal basis財政法(昭和22年法律第34号)第4条第1項、平成17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17年法律第19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
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/Cover3.864.113.912.904.99-0.07
Tail (sen)11102+0.00
Non-competitive take-up8.3%13.5%
GradeC (score -0.03)(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

3.004.005.002004-072004-112005-032005-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2005-07-12JGB (5-Year) No. 473.8610.458
2005-06-09JGB (5-Year) No. 474.1110.448
2005-05-17JGB (5-Year) No. 463.9610.506
2005-04-12JGB (5-Year) No. 454.7910.539
2005-03-10JGB (5-Year) No. 444.0410.689
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