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auctions / 10Y / 2001-03-22

Official Result (MOF)

Auction Date2001-03-22
Issue Date2001-04-20
IssueJGB (10-Year) No. 230(new)
Coupon (%)1.1%
Maturity2011-03-21
Methodprice conventional
Offering¥1.7T
Competitive Bids¥2T
Accepted Amount¥1T
Lowest Accepted Price100.65(1.028%)
Weighted Avg Price100.66(1.027%)
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/Cover1.962.382.521.934.04-0.97
Tail (sen)123012-0.77
Non-competitive take-up0.0%0.0%
GradeC (score -0.10)(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)0.10.3

Same-tenor Auction History

2.003.004.002000-032000-072000-112001-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-03-22JGB (10-Year) No. 2301.9611.027
2001-02-21JGB (10-Year) No. 2292.3821.329
2001-01-30JGB (10-Year) No. 2281.9831.416
2001-01-10JGB (10-Year) No. 2271.9331.504
2000-11-21JGB (10-Year) No. 2262.88121.663
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