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auctions / 5Y / 2006-08-08

Official Result (MOF)

Auction Date2006-08-08
Issue Date2006-08-25
IssueJGB (5-Year) No. 59(new)
Coupon (%)1.3%
Maturity2011-06-20
Methodprice conventional
Offering¥2T
Competitive Bids¥4.1T
Accepted Amount¥1.8T
Lowest Accepted Price99.77(1.350%)
Weighted Avg Price99.81(1.341%)
Allotment Ratio
Non-competitive I¥166.7B
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59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/Cover2.282.572.832.413.31-1.85
Tail (sen)41204+2.04
Non-competitive take-up8.4%15.2%
GradeE (score -1.94)(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)0.90.2

Same-tenor Auction History

2.503.002005-082005-122006-042006-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2006-08-08JGB (5-Year) No. 592.2841.341
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