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auctions / 10Y / 2001-05-22

Official Result (MOF)

Auction Date2001-05-22
Issue Date2001-06-20
IssueJGB (10-Year) No. 231(new)
Coupon (%)1.3%
Maturity2011-06-20
Methodprice conventional
Offering¥1.7T
Competitive Bids¥2.7T
Accepted Amount¥1T
Lowest Accepted Price100.25(1.271%)
Weighted Avg Price100.28(1.268%)
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/Cover2.721.672.231.672.88+1.40
Tail (sen)343012-0.06
Non-competitive take-up0.0%0.0%
GradeB (score +0.73)(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)0.30.4

Same-tenor Auction History

2.002.502000-052000-092001-012001-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-05-22JGB (10-Year) No. 2312.7231.268
2001-04-24JGB (10-Year) No. 2291.6741.260
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