overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 6Y / 1999-03-02

Official Result (MOF)

Auction Date1999-03-02
Issue Date1999-03-23
IssueJGB (6-Year) No. 30(new)
Coupon (%)1.4%
Maturity2005-03-21
Methodprice conventional
Offering¥1T
Competitive Bids¥2.4T
Accepted Amount¥998B
Lowest Accepted Price100.11(1.380%)
Weighted Avg Price100.13(1.376%)
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/Cover2.392.502.742.253.49-0.75
Tail (sen)244114-0.70
Non-competitive take-up0.0%0.0%
GradeC (score -0.03)(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)0.40.7

Same-tenor Auction History

2.503.003.501997-031997-101998-061999-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1999-03-02JGB (6-Year) No. 302.3921.376
1999-01-12JGB (6-Year) No. 292.5041.478
1998-10-27JGB (6-Year) No. 282.3240.726
1998-09-01JGB (6-Year) No. 273.4931.008
1998-06-30JGB (6-Year) No. 262.2641.255
1998-04-28JGB (6-Year) No. 253.1431.371
1998-03-03JGB (6-Year) No. 243.2711.487
1998-01-13JGB (6-Year) No. 232.4821.347
1997-10-28JGB (6-Year) No. 232.3651.321
1997-09-02JGB (6-Year) No. 223.2621.583
1997-07-01JGB (6-Year) No. 213.2331.857
1997-05-08JGB (6-Year) No. 202.2561.962
1997-03-04JGB (6-Year) No. 192.29141.702