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auctions / 4Y / 2001-02-14

Official Result (MOF)

Auction Date2001-02-14
Issue Date2001-02-28
IssueJGB (4-Year) No. 64(new)
Coupon (%)0.6%
Maturity2005-02-21
Methodprice conventional
Offering¥500B
Competitive Bids¥1.9T
Accepted Amount¥485.1B
Lowest Accepted Price100.01(0.597%)
Weighted Avg Price100.03(0.592%)
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/Cover3.843.362.691.535.40+1.16
Tail (sen)224111-0.63
Non-competitive take-up0.0%0.0%
GradeB (score +0.90)(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

2.004.001998-121999-072000-042001-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-02-14JGB (4-Year) No. 643.8420.592
2000-11-15JGB (4-Year) No. 633.3620.945
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