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auctions / 10Y / 2000-10-24

Official Result (MOF)

Auction Date2000-10-24
Issue Date2000-11-20
IssueJGB (10-Year) No. 225(reopen)
Coupon (%)1.9%
Maturity2010-12-20
Methodprice conventional
Offering¥1.6T
Competitive Bids¥2.3T
Accepted Amount¥946.1B
Lowest Accepted Price100.75(1.811%)
Weighted Avg Price100.77(1.809%)
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/Cover2.402.182.471.634.04-0.13
Tail (sen)23409-0.77
Non-competitive take-up0.0%0.0%
GradeB (score +0.32)(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)0.20.4

Same-tenor Auction History

2.003.004.001999-102000-022000-062000-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-10-24JGB (10-Year) No. 2252.4021.809
2000-09-21JGB (10-Year) No. 2252.1831.825
2000-08-22JGB (10-Year) No. 2242.6501.717
2000-07-25JGB (10-Year) No. 2232.0411.669
2000-06-21JGB (10-Year) No. 2232.6821.622
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