Official Result (MOF)
| Competitive Bids | ¥3.9T |
|---|
| Accepted Amount | ¥1T |
|---|
| Lowest Accepted Price | 99.70 |
|---|
| Weighted Avg Price | 99.76 |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | ¥95.9B |
|---|
| Non-competitive II | ¥89.2B |
|---|
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 | 3.85 | 3.71 | 4.32 | 2.51 | 9.71 | -0.26 |
| Tail (sen) | 6 | 5 | 10 | 3 | 19 | -0.71 |
| Non-competitive take-up | 15.6% | 12.3% | |
| Grade | C (score +0.22) | (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 (%) |
|---|
| 2006-09-14 | Floating-Rate JGB (15-Year) No. 42 | 3.85 | 6 | — |
| 2006-07-20 | Floating-Rate JGB (15-Year) No. 41 | 3.71 | 5 | — |
| 2006-05-23 | Floating-Rate JGB (15-Year) No. 40 | 3.63 | 7 | — |
| 2006-03-14 | Floating-Rate JGB (15-Year) No. 39 | 2.83 | 15 | — |
| 2006-01-24 | Floating-Rate JGB (15-Year) No. 38 | 2.51 | 19 | — |
| 2005-11-17 | Floating-Rate JGB (15-Year) No. 37 | 2.98 | 16 | — |
| 2005-09-15 | Floating-Rate JGB (15-Year) No. 36 | 3.76 | 3 | — |
| 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 | — | — |