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auctions / 5Y / 2000-09-26

Official Result (MOF)

Auction Date2000-09-26
Issue Date2000-10-20
IssueJGB (5-Year) No. 7(new)
Coupon (%)1.3%
Maturity2005-12-20
Methodprice conventional
Offering¥900B
Competitive Bids¥1.4T
Accepted Amount¥894.4B
Lowest Accepted Price100.01(1.297%)
Weighted Avg Price100.03(1.293%)
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/Cover1.612.402.351.962.67-3.61
Tail (sen)22216-0.17
Non-competitive take-up0.0%0.0%
GradeE (score -1.72)(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)0.40.5

Same-tenor Auction History

2.002.502000-022000-042000-072000-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-09-26JGB (5-Year) No. 71.6121.293
2000-08-24JGB (5-Year) No. 62.4021.246
2000-07-27JGB (5-Year) No. 52.6711.127
2000-06-27JGB (5-Year) No. 52.5021.179
2000-05-25JGB (5-Year) No. 42.1921.074
2000-04-27JGB (5-Year) No. 22.3211.065
2000-03-28JGB (5-Year) No. 32.4721.277
2000-02-24JGB (5-Year) No. 22.2721.106
2000-02-01JGB (5-Year) No. 11.9660.948