Official Result (MOF)
| Auction Date | 2000-11-09 |
|---|
| Issue Date | 2000-11-30 |
|---|
| Issue | Discount JGB (3-Year) No. 1(new) |
|---|
| Coupon (%) | — |
|---|
| Maturity | 2003-11-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥100B |
|---|
| Competitive Bids | ¥212.4B |
|---|
| Accepted Amount | ¥90.1B |
|---|
| Lowest Accepted Price | 97.40(0.881%) |
|---|
| Weighted Avg Price | 97.60(0.813%) |
|---|
| Allotment Ratio | — |
|---|
| Non-competitive I | — |
|---|
| Non-competitive II | — |
|---|
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 | 2.36 | — | — | — | — | — |
| Tail (sen) | 20 | — | — | — | — | — |
| Non-competitive take-up | 0.0% | — | |
| Grade | — | (z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor |
| Yield tail (bp) | 6.8 | — |
Same-tenor Auction History
| Auction Date | Issue | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2000-11-09 | Discount JGB (3-Year) No. 1 | 2.36 | 20 | 0.813 |