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auctions / 5Y / 2006-07-11

Official Result (MOF)

Auction Date2006-07-11
Issue Date2006-07-25
IssueJGB (5-Year) No. 58(new)
Coupon (%)1.5%
Maturity2011-06-20
Methodprice conventional
Offering¥2T
Competitive Bids¥4.7T
Accepted Amount¥1.8T
Lowest Accepted Price100.06(1.486%)
Weighted Avg Price100.07(1.484%)
Allotment Ratio
Non-competitive I¥166.2B
Non-competitive II¥159.6B

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58回)
Legal basis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/Cover2.572.592.932.413.86-0.90
Tail (sen)14204-0.49
Non-competitive take-up15.2%16.5%
GradeC (score -0.21)(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)0.20.9

Same-tenor Auction History

3.002005-072005-112006-032006-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2006-07-11JGB (5-Year) No. 582.5711.484
2006-06-08JGB (5-Year) No. 572.5941.352
2006-05-16JGB (5-Year) No. 562.6511.475
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