Official Result (MOF)
| Auction Date | 2008-08-20 |
|---|
| Issue Date | 2008-08-25 |
|---|
| Issue | JGB (5-Year) No. 74（new） |
|---|
| Coupon (%) | 1% |
|---|
| Maturity | 2013-06-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.9T |
|---|
| Competitive Bids | ¥4.7T |
|---|
| Accepted Amount | ¥1.7T |
|---|
| Lowest Accepted Price | 99.81（1.041%） |
|---|
| Weighted Avg Price | 99.83（1.037%） |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥161.3B |
|---|
| Non-competitive II | ¥137.4B |
|---|
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74回） |
|---|
| Legal basis | 特別会計に関する法律（平成19年法律第23号）第46条第1項及び第62条第1項 |
|---|
| Coupon dates | 毎年6月20日及び12月20日 |
|---|
| Planned amount | ¥1.9T |
|---|
| Bid deadline | 2008-08-20 12:00 |
|---|
| Payment date | 2008-08-25 |
|---|
| Non-competitive II | held |
|---|
| Price terms | — |
|---|
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.70 | 3.99 | 3.05 | 2.34 | 3.99 | -0.78 |
| Tail (sen) | 2 | 3 | 5 | 1 | 12 | -0.71 |
| Non-competitive take-up | 14.7% | 17.5% | |
| Grade | C (score -0.04) | (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) | 0.4 | 0.7 |
Same-tenor Auction History