overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 15Y / 2004-11-11

Official Result (MOF)

Auction Date2004-11-11
Issue Date2004-11-22
IssueFloating-Rate JGB (15-Year) No. 31(new)
Coupon (%)
Maturity2019-11-20
Methodprice conventional
Offering¥1.3T
Competitive Bids¥6.1T
Accepted Amount¥1.3T
Lowest Accepted Price
Weighted Avg Price
Allotment Ratio
Non-competitive I
Non-competitive II¥2.6B

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

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover4.694.533.662.804.69+1.77
Tail (sen)
Non-competitive take-up0.2%0.0%
GradeA (score +1.77)(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

3.004.002002-112003-072004-032004-11
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2004-11-11Floating-Rate JGB (15-Year) No. 314.69
2004-09-14Floating-Rate JGB (15-Year) No. 304.53
2004-07-20Floating-Rate JGB (15-Year) No. 294.09
2004-05-20Floating-Rate JGB (15-Year) No. 283.96
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