Official Result (MOF)
| Auction Date | 2000-04-27 |
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| Issue Date | 2000-05-22 |
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| Issue | JGB (5-Year) No. 2(reopen) |
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| Coupon (%) | 1.1% |
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| Maturity | 2005-03-21 |
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| Method | price conventional |
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| Offering | ¥900B |
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| Competitive Bids | ¥2.1T |
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| Accepted Amount | ¥889.6B |
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| Lowest Accepted Price | 100.15(1.067%) |
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| Weighted Avg Price | 100.16(1.065%) |
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| Allotment Ratio | — |
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| Non-competitive I | — |
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| Non-competitive II | — |
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Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls
Derived Metrics calc auction-v1 / auction-v2
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.32 | 2.47 | 2.23 | 1.96 | 2.47 | — |
| Tail (sen) | 1 | 2 | 3 | 2 | 6 | — |
| Non-competitive take-up | 0.0% | 0.0% | |
| 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) | 0.2 | 0.4 |
Same-tenor Auction History
| Auction Date | Issue | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2000-04-27 | JGB (5-Year) No. 2 | 2.32 | 1 | 1.065 |
| 2000-03-28 | JGB (5-Year) No. 3 | 2.47 | 2 | 1.277 |
| 2000-02-24 | JGB (5-Year) No. 2 | 2.27 | 2 | 1.106 |
| 2000-02-01 | JGB (5-Year) No. 1 | 1.96 | 6 | 0.948 |