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auctions / 5Y / 2005-12-08

Official Result (MOF)

Auction Date2005-12-08
Issue Date2005-12-20
IssueJGB (5-Year) No. 52(new)
Coupon (%)0.8%
Maturity2010-12-20
Methodprice conventional
Offering¥2T
Competitive Bids¥4.5T
Accepted Amount¥1.8T
Lowest Accepted Price99.70(0.862%)
Weighted Avg Price99.74(0.854%)
Allotment Ratio
Non-competitive I¥161.1B
Non-competitive II¥130B

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52回)
Legal basis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/Cover2.452.763.732.764.79-2.07
Tail (sen)41101+11.16
Non-competitive take-up13.8%16.8%
GradeE (score -6.61)(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)0.80.2

Same-tenor Auction History

3.004.002004-122005-042005-082005-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2005-12-08JGB (5-Year) No. 522.4540.854
2005-11-08JGB (5-Year) No. 512.7610.935
2005-10-13JGB (5-Year) No. 502.7910.821
2005-09-13JGB (5-Year) No. 493.0700.629
2005-08-11JGB (5-Year) No. 483.3110.672
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