overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 6Y / 1999-08-31

Official Result (MOF)

Auction Date1999-08-31
Issue Date1999-09-20
IssueJGB (6-Year) No. 33(new)
Coupon (%)1.6%
Maturity2005-09-20
Methodprice conventional
Offering¥1T
Competitive Bids¥2.9T
Accepted Amount¥998.1B
Lowest Accepted Price100.07(1.587%)
Weighted Avg Price100.12(1.578%)
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/Cover2.931.842.601.843.49+0.62
Tail (sen)56316+1.10
Non-competitive take-up0.0%0.0%
GradeC (score -0.24)(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)0.91.1

Same-tenor Auction History

2.003.001997-091998-041999-011999-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1999-08-31JGB (6-Year) No. 332.9351.578
1999-06-29JGB (6-Year) No. 321.8461.160
1999-05-11JGB (6-Year) No. 311.9350.756
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