overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 4Y / 2000-04-11

Official Result (MOF)

Auction Date2000-04-11
Issue Date2000-04-25
IssueJGB (4-Year) No. 60(new)
Coupon (%)1%
Maturity2004-04-20
Methodprice conventional
Offering¥500B
Competitive Bids¥2.7T
Accepted Amount¥490.8B
Lowest Accepted Price100.05(0.986%)
Weighted Avg Price100.07(0.981%)
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/Cover5.402.952.441.533.39+5.39
Tail (sen)225211-1.05
Non-competitive take-up0.0%0.0%
GradeA (score +3.22)(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)0.50.5

Same-tenor Auction History

2.004.001998-041998-121999-072000-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-04-11JGB (4-Year) No. 605.4020.981
2000-02-09JGB (4-Year) No. 592.9520.941
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