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auctions / 5Y / 2001-01-12

Official Result (MOF)

Auction Date2001-01-12
Issue Date2001-01-30
IssueJGB (5-Year) No. 10(new)
Coupon (%)0.9%
Maturity2006-03-20
Methodprice conventional
Offering¥1.1T
Competitive Bids¥2T
Accepted Amount¥1.1T
Lowest Accepted Price99.95(0.910%)
Weighted Avg Price99.98(0.904%)
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/Cover1.892.742.371.612.92-1.38
Tail (sen)31216+0.74
Non-competitive take-up0.0%0.0%
GradeE (score -1.06)(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)0.60.2

Same-tenor Auction History

2.002.502000-022000-052000-092001-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-01-12JGB (5-Year) No. 101.8930.904
2000-11-28JGB (5-Year) No. 92.7411.085
2000-10-26JGB (5-Year) No. 82.9211.189
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