overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 6Y / 2000-03-09

Official Result (MOF)

Auction Date2000-03-09
Issue Date2000-03-27
IssueJGB (6-Year) No. 34(reopen)
Coupon (%)1.3%
Maturity2005-11-21
Methodprice conventional
Offering¥500B
Competitive Bids¥1.3T
Accepted Amount¥497.7B
Lowest Accepted Price100.07(1.286%)
Weighted Avg Price100.09(1.282%)
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/Cover2.511.462.421.463.49+0.15
Tail (sen)25418-1.22
Non-competitive take-up0.0%0.0%
GradeB (score +0.69)(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)0.40.9

Same-tenor Auction History

2.003.001998-031998-101999-062000-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2000-03-09JGB (6-Year) No. 342.5121.282
2000-01-18JGB (6-Year) No. 341.4651.300
1999-10-28JGB (6-Year) No. 341.5081.282
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