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auctions / 15Y / 2004-01-20

Official Result (MOF)

Auction Date2004-01-20
Issue Date2004-01-26
IssueFloating-Rate JGB (15-Year) No. 26(new)
Coupon (%)
Maturity2019-01-20
Methodprice conventional
Offering¥1T
Competitive Bids¥3.4T
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/Cover3.383.193.172.224.01+0.39
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeB (score +0.39)(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

3.004.002001-122002-092003-052004-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2004-01-20Floating-Rate JGB (15-Year) No. 263.38
2003-11-18Floating-Rate JGB (15-Year) No. 253.19
2003-09-11Floating-Rate JGB (15-Year) No. 243.15
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