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auctions / 15Y / 2005-09-15

Official Result (MOF)

Auction Date2005-09-15
Issue Date2005-09-26
IssueFloating-Rate JGB (15-Year) No. 36(new)
Coupon (%)
Maturity2020-09-20
Methodprice conventional
Offering¥1.5T
Competitive Bids¥5.3T
Accepted Amount¥1.4T
Lowest Accepted Price100.15
Weighted Avg Price100.18
Allotment Ratio
Non-competitive I¥95.4B
Non-competitive II¥0M

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

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover3.763.064.583.069.71-0.48
Tail (sen)36666
Non-competitive take-up6.4%7.9%
GradeD (score -0.48)(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

5.007.5010.002003-092004-052005-012005-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2005-09-15Floating-Rate JGB (15-Year) No. 363.763
2005-07-21Floating-Rate JGB (15-Year) No. 353.066
2005-05-19Floating-Rate JGB (15-Year) No. 345.09
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