Official Result (MOF)
| Auction Date | 2001-02-27 |
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| Issue Date | 2001-03-21 |
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| Issue | JGB (5-Year) No. 11（new） |
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| Coupon (%) | 0.7% |
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| Maturity | 2006-03-20 |
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| Method | price conventional |
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| Offering | ¥1.1T |
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| Competitive Bids | ¥2.8T |
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| Accepted Amount | ¥1.1T |
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| Lowest Accepted Price | 100.01（0.697%） |
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| Weighted Avg Price | 100.02（0.695%） |
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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 | 2.61 | 2.06 | 2.34 | 1.61 | 2.92 | +0.78 |
| Tail (sen) | 1 | 2 | 2 | 1 | 3 | -1.26 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | A (score +1.02) | (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