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auctions / 5Y / 2001-08-28

Official Result (MOF)

Auction Date2001-08-28
Issue Date2001-09-20
IssueJGB (5-Year) No. 15(new)
Coupon (%)0.5%
Maturity2006-09-20
Methodprice conventional
Offering¥1.6T
Competitive Bids¥2.6T
Accepted Amount¥1.6T
Lowest Accepted Price99.91(0.518%)
Weighted Avg Price99.93(0.514%)
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/Cover1.631.662.231.612.92-1.38
Tail (sen)21213+0.65
Non-competitive take-up0.0%0.0%
GradeE (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)0.40.2

Same-tenor Auction History

2.002.502000-082001-012001-052001-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-08-28JGB (5-Year) No. 151.6320.514
2001-07-31JGB (5-Year) No. 131.6610.445
2001-06-29JGB (5-Year) No. 142.0110.356
2001-05-29JGB (5-Year) No. 132.8320.465
2001-05-09JGB (5-Year) No. 122.0110.519
2001-03-29JGB (5-Year) No. 112.0420.630
2001-02-27JGB (5-Year) No. 112.6110.695
2001-02-01JGB (5-Year) No. 102.0620.883
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