Official Result (MOF)
| Auction Date | 2001-05-16 |
|---|
| Issue Date | 2001-05-25 |
|---|
| Issue | JGB (30-Year) No. 5（new） |
|---|
| Coupon (%) | 2.2% |
|---|
| Maturity | 2031-05-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥300B |
|---|
| Competitive Bids | ¥759.1B |
|---|
| Accepted Amount | ¥299.9B |
|---|
| Lowest Accepted Price | 98.70（2.260%） |
|---|
| Weighted Avg Price | — |
|---|
| 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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.53 | 2.45 | 2.68 | 1.54 | 4.88 | — |
| Tail (sen) | — | — | — | — | — | — |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | — | (z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor |
Same-tenor Auction History
| Auction Date | Issue | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2001-05-16 | JGB (30-Year) No. 5 | 2.53 | — | 2.260 |
| 2000-11-08 | JGB (30-Year) No. 4 | 2.45 | — | 2.960 |
| 2000-05-17 | JGB (30-Year) No. 3 | 1.54 | — | 2.370 |
| 2000-02-03 | JGB (30-Year) No. 2 | 1.83 | — | 2.475 |
| 1999-09-02 | JGB (30-Year) No. 1 | 4.88 | — | 2.840 |