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auctions / 10Y / 2000-05-23

Official Result (MOF)

Auction Date2000-05-23
Issue Date2000-06-20
IssueJGB (10-Year) No. 220(reopen)
Coupon (%)1.7%
Maturity2010-03-22
Methodprice conventional
Offering¥1.4T
Competitive Bids¥1.7T
Accepted Amount¥827.8B
Lowest Accepted Price100.50(1.641%)
Weighted Avg Price100.55(1.636%)
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

ThisPrevavg (12)minmaxz
Bid/Cover2.014.042.271.414.04-0.39
Tail (sen)527218-0.49
Non-competitive take-up0.0%0.0%
GradeC (score +0.05)(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)0.50.3

Same-tenor Auction History

2.003.004.001999-051999-092000-012000-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-05-23JGB (10-Year) No. 2202.0151.636
2000-04-25JGB (10-Year) No. 2224.0421.680
2000-03-22JGB (10-Year) No. 2213.0541.812
2000-02-22JGB (10-Year) No. 2191.6371.762
2000-01-27JGB (10-Year) No. 2202.5131.626
2000-01-12JGB (10-Year) No. 2192.4971.698
1999-11-25JGB (10-Year) No. 2182.3691.836
1999-10-21JGB (10-Year) No. 2172.0051.758
1999-09-21JGB (10-Year) No. 2161.8151.705
1999-08-24JGB (10-Year) No. 2151.41151.917
1999-07-22JGB (10-Year) No. 2141.91101.700
1999-06-22JGB (10-Year) No. 2141.92181.673
1999-05-25JGB (10-Year) No. 2132.1631.311