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auctions / 5Y / 2006-04-13

Official Result (MOF)

Auction Date2006-04-13
Issue Date2006-04-28
IssueJGB (5-Year) No. 55(new)
Coupon (%)1.4%
Maturity2011-03-20
Methodprice conventional
Offering¥2T
Competitive Bids¥5.3T
Accepted Amount¥1.8T
Lowest Accepted Price100.17(1.362%)
Weighted Avg Price100.19(1.358%)
Allotment Ratio
Non-competitive I¥163.5B
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55回)
Legal basis財政法(昭和22年法律第34号)第4条第1項、平成18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18年法律第11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/Cover2.902.413.332.414.79-0.62
Tail (sen)22104+0.81
Non-competitive take-up8.3%9.1%
GradeD (score -0.71)(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)0.40.5

Same-tenor Auction History

3.004.002005-042005-082005-122006-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2006-04-13JGB (5-Year) No. 552.9021.358
2006-03-10JGB (5-Year) No. 542.4121.061
2006-02-14JGB (5-Year) No. 533.2411.010
2006-01-17JGB (5-Year) No. 523.1510.817
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