overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 2000-05-11

Official Result (MOF)

Auction Date2000-05-11
Issue Date2000-05-25
IssueJGB (2-Year) No. 172(new)
Coupon (%)0.4%
Maturity2002-05-20
Methodprice conventional
Offering¥1.2T
Competitive Bids¥3.2T
Accepted Amount¥1.2T
Lowest Accepted Price99.99(0.405%)
Weighted Avg Price100.01(0.394%)
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/Cover2.702.403.272.175.07-0.68
Tail (sen)23213-0.11
Non-competitive take-up0.0%0.0%
GradeC (score -0.28)(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)1.11.5

Same-tenor Auction History

3.004.005.001999-041999-081999-122000-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-05-11JGB (2-Year) No. 1722.7020.394
2000-03-30JGB (2-Year) No. 1712.4030.560
2000-03-02JGB (2-Year) No. 1702.3230.430
2000-01-25JGB (2-Year) No. 1693.5110.405
1999-12-21JGB (2-Year) No. 1682.6330.425
1999-11-30JGB (2-Year) No. 1673.4320.439
1999-10-26JGB (2-Year) No. 1662.1710.284
1999-09-28JGB (2-Year) No. 1653.0720.294
1999-08-26JGB (2-Year) No. 1643.8320.415
1999-07-27JGB (2-Year) No. 1633.3210.379
1999-06-24JGB (2-Year) No. 1622.9730.415
1999-05-27JGB (2-Year) No. 1614.5120.110
1999-04-27JGB (2-Year) No. 1605.0720.204