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auctions / 15Y / 2004-03-11

Official Result (MOF)

Auction Date2004-03-11
Issue Date2004-03-22
IssueFloating-Rate JGB (15-Year) No. 27(new)
Coupon (%)
Maturity2019-03-20
Methodprice conventional
Offering¥1T
Competitive Bids¥4.7T
Accepted Amount¥999.2B
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/Cover4.693.383.242.224.01+2.93
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeA (score +2.93)(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

3.004.002002-032002-112003-072004-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2004-03-11Floating-Rate JGB (15-Year) No. 274.69
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