overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 5Y / 2000-02-01

Official Result (MOF)

Auction Date2000-02-01
Issue Date2000-02-21
IssueJGB (5-Year) No. 1(new)
Coupon (%)1%
Maturity2005-03-21
Methodprice conventional
Offering¥800B
Competitive Bids¥1.6T
Accepted Amount¥793.1B
Lowest Accepted Price100.19(0.960%)
Weighted Avg Price100.25(0.948%)
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/Cover1.96
Tail (sen)6
Non-competitive take-up0.0%
Grade (z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor
Yield tail (bp)1.2

Same-tenor Auction History

Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-02-01JGB (5-Year) No. 11.9660.948