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auctions / 2Y / 2000-09-28

Official Result (MOF)

Auction Date2000-09-28
Issue Date2000-10-20
IssueJGB (2-Year) No. 177(new)
Coupon (%)0.7%
Maturity2002-10-21
Methodprice conventional
Offering¥1.2T
Competitive Bids¥3.5T
Accepted Amount¥1.2T
Lowest Accepted Price100.01(0.694%)
Weighted Avg Price100.01(0.694%)
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/Cover3.002.852.681.933.51+0.67
Tail (sen)01213-2.52
Non-competitive take-up0.0%0.0%
GradeA (score +1.60)(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)0.00.5

Same-tenor Auction History

2.003.001999-092000-012000-052000-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-09-28JGB (2-Year) No. 1773.0000.694
2000-08-29JGB (2-Year) No. 1762.8510.674
2000-08-01JGB (2-Year) No. 1752.3710.469
2000-06-29JGB (2-Year) No. 1742.8220.550
2000-05-30JGB (2-Year) No. 1731.9320.430
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