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auctions / 15Y / 2003-07-15

Official Result (MOF)

Auction Date2003-07-15
Issue Date2003-07-22
IssueFloating-Rate JGB (15-Year) No. 23(new)
Coupon (%)
Maturity2018-07-20
Methodprice conventional
Offering¥1T
Competitive Bids¥2.8T
Accepted Amount¥999.1B
Lowest Accepted Price
Weighted Avg Price
Allotment Ratio
Non-competitive I
Non-competitive II

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover2.803.013.122.224.01-0.53
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeD (score -0.53)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor

Same-tenor Auction History

3.004.002001-032002-032002-112003-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2003-07-15Floating-Rate JGB (15-Year) No. 232.80
2003-05-22Floating-Rate JGB (15-Year) No. 223.01
2003-03-19Floating-Rate JGB (15-Year) No. 213.36
2003-01-23Floating-Rate JGB (15-Year) No. 204.01
2002-11-14Floating-Rate JGB (15-Year) No. 193.81
2002-09-10Floating-Rate JGB (15-Year) No. 182.22
2002-07-09Floating-Rate JGB (15-Year) No. 173.51
2002-05-10Floating-Rate JGB (15-Year) No. 163.78
2002-03-12Floating-Rate JGB (15-Year) No. 152.66
2001-12-11Floating-Rate JGB (15-Year) No. 142.56
2001-09-06Floating-Rate JGB (15-Year) No. 133.54
2001-05-31Floating-Rate JGB (15-Year) No. 122.30
2001-03-13Floating-Rate JGB (15-Year) No. 112.67