Official Result (MOF)
| Auction Date | 2001-05-09 |
|---|
| Issue Date | 2001-05-25 |
|---|
| Issue | JGB (5-Year) No. 12(new) |
|---|
| Coupon (%) | 0.5% |
|---|
| Maturity | 2006-03-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.5T |
|---|
| Competitive Bids | ¥3T |
|---|
| Accepted Amount | ¥1.5T |
|---|
| Lowest Accepted Price | 99.90(0.521%) |
|---|
| Weighted Avg Price | 99.91(0.519%) |
|---|
| 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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.01 | 2.04 | 2.33 | 1.61 | 2.92 | -0.86 |
| Tail (sen) | 1 | 2 | 2 | 1 | 3 | -1.07 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (score +0.10) | (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