overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 4Y / 2000-08-31

Official Result (MOF)

Auction Date2000-08-31
Issue Date2000-09-20
IssueJGB (4-Year) No. 62(new)
Coupon (%)1.1%
Maturity2004-09-20
Methodprice conventional
Offering¥500B
Competitive Bids¥1.5T
Accepted Amount¥494.3B
Lowest Accepted Price100.05(1.086%)
Weighted Avg Price100.06(1.084%)
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/Cover3.072.932.651.535.40+0.42
Tail (sen)114111-1.20
Non-competitive take-up0.0%0.0%
GradeB (score +0.81)(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)0.20.2

Same-tenor Auction History

2.004.001998-071999-041999-122000-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-08-31JGB (4-Year) No. 623.0711.084
2000-07-11JGB (4-Year) No. 612.9310.958
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