Official Result (MOF)
| Auction Date | 2000-01-27 |
|---|
| Issue Date | 2000-02-21 |
|---|
| Issue | JGB (10-Year) No. 220（new） |
|---|
| Coupon (%) | 1.7% |
|---|
| Maturity | 2010-03-22 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.4T |
|---|
| Competitive Bids | ¥2.1T |
|---|
| Accepted Amount | ¥827.9B |
|---|
| Lowest Accepted Price | 100.60（1.630%） |
|---|
| Weighted Avg Price | 100.63（1.626%） |
|---|
| 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 | 2.51 | 2.49 | 1.98 | 1.41 | 2.49 | +1.66 |
| Tail (sen) | 3 | 7 | 9 | 3 | 18 | -1.26 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | A (score +1.46) | (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) | 0.4 | 0.8 |
Same-tenor Auction History