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auctions / 10Y / 2001-06-21

Official Result (MOF)

Auction Date2001-06-21
Issue Date2001-07-23
IssueJGB (10-Year) No. 232(new)
Coupon (%)1.2%
Maturity2011-06-20
Methodprice conventional
Offering¥1.7T
Competitive Bids¥3.8T
Accepted Amount¥1T
Lowest Accepted Price100.65(1.127%)
Weighted Avg Price100.68(1.124%)
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/Cover3.772.722.291.672.88+4.03
Tail (sen)333012-0.00
Non-competitive take-up0.0%0.0%
GradeA (score +2.02)(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)0.30.3

Same-tenor Auction History

2.003.002000-062000-102001-022001-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-06-21JGB (10-Year) No. 2323.7731.124
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