Official Result (MOF)
| Auction Date | 2000-10-12 |
|---|
| Issue Date | 2000-10-31 |
|---|
| Issue | JGB (6-Year) No. 35（reopen） |
|---|
| Coupon (%) | 1.3% |
|---|
| Maturity | 2006-06-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥500B |
|---|
| Competitive Bids | ¥1.7T |
|---|
| Accepted Amount | ¥498.1B |
|---|
| Lowest Accepted Price | 99.95（1.309%） |
|---|
| Weighted Avg Price | 99.96（1.307%） |
|---|
| 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 | 3.40 | 3.14 | 2.44 | 1.46 | 3.49 | +1.46 |
| Tail (sen) | 1 | 3 | 4 | 2 | 8 | -1.89 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | A (score +1.68) | (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 | 0.6 |
Same-tenor Auction History