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auctions / 15Y / 2005-03-15

Official Result (MOF)

Auction Date2005-03-15
Issue Date2005-03-25
IssueFloating-Rate JGB (15-Year) No. 33(new)
Coupon (%)
Maturity2020-03-20
Methodprice conventional
Offering¥1.3T
Competitive Bids¥7T
Accepted Amount¥1.3T
Lowest Accepted Price
Weighted Avg Price
Allotment Ratio
Non-competitive I
Non-competitive II¥94.8B

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

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover5.409.714.212.809.71+0.67
Tail (sen)
Non-competitive take-up6.8%7.5%
GradeB (score +0.67)(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

2.505.007.5010.002003-032003-112004-072005-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2005-03-15Floating-Rate JGB (15-Year) No. 335.40
2005-01-18Floating-Rate JGB (15-Year) No. 329.71
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