Official Result (MOF)
| Competitive Bids | ¥4.2T |
|---|
| Accepted Amount | ¥1.4T |
|---|
| Lowest Accepted Price | 100.05 |
|---|
| Weighted Avg Price | 100.11 |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥118.8B |
|---|
| Non-competitive II | ¥0M |
|---|
Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.06 | 5.09 | 4.56 | 2.80 | 9.71 | -0.86 |
| Tail (sen) | 6 | — | — | — | — | — |
| Non-competitive take-up | 7.9% | 0.1% | |
| Grade | D (score -0.86) | (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
| Auction Date | Issue | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2005-07-21 | Floating-Rate JGB (15-Year) No. 35 | 3.06 | 6 | — |
| 2005-05-19 | Floating-Rate JGB (15-Year) No. 34 | 5.09 | — | — |
| 2005-03-15 | Floating-Rate JGB (15-Year) No. 33 | 5.40 | — | — |
| 2005-01-18 | Floating-Rate JGB (15-Year) No. 32 | 9.71 | — | — |
| 2004-11-11 | Floating-Rate JGB (15-Year) No. 31 | 4.69 | — | — |
| 2004-09-14 | Floating-Rate JGB (15-Year) No. 30 | 4.53 | — | — |
| 2004-07-20 | Floating-Rate JGB (15-Year) No. 29 | 4.09 | — | — |
| 2004-05-20 | Floating-Rate JGB (15-Year) No. 28 | 3.96 | — | — |
| 2004-03-11 | Floating-Rate JGB (15-Year) No. 27 | 4.69 | — | — |
| 2004-01-20 | Floating-Rate JGB (15-Year) No. 26 | 3.38 | — | — |
| 2003-11-18 | Floating-Rate JGB (15-Year) No. 25 | 3.19 | — | — |
| 2003-09-11 | Floating-Rate JGB (15-Year) No. 24 | 3.15 | — | — |
| 2003-07-15 | Floating-Rate JGB (15-Year) No. 23 | 2.80 | — | — |