overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 4Y / 1999-12-02

Official Result (MOF)

Auction Date1999-12-02
Issue Date1999-12-20
IssueJGB (4-Year) No. 58(new)
Coupon (%)0.8%
Maturity2003-12-22
Methodprice conventional
Offering¥1T
Competitive Bids¥2.2T
Accepted Amount¥996.2B
Lowest Accepted Price99.82(0.846%)
Weighted Avg Price99.86(0.836%)
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/Cover2.181.862.461.533.39-0.51
Tail (sen)445211-0.36
Non-competitive take-up0.0%0.0%
GradeC (score -0.08)(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)1.01.1

Same-tenor Auction History

2.003.001997-121998-071999-041999-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1999-12-02JGB (4-Year) No. 582.1840.836
1999-09-30JGB (4-Year) No. 571.8640.725
1999-07-29JGB (4-Year) No. 561.53110.953
1999-06-01JGB (4-Year) No. 551.9570.471
1999-04-01JGB (4-Year) No. 542.6120.661
1999-02-02JGB (4-Year) No. 532.6131.286
1998-12-01JGB (4-Year) No. 521.8070.693
1998-10-06JGB (4-Year) No. 523.3940.653
1998-07-28JGB (4-Year) No. 512.5941.007
1998-06-02JGB (4-Year) No. 503.1240.825
1998-04-01JGB (4-Year) No. 492.6431.173
1998-02-03JGB (4-Year) No. 482.9441.374
1997-12-02JGB (4-Year) No. 472.4951.098