Official Result (MOF)
| Auction Date | 2001-03-09 |
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| Issue Date | 2001-03-26 |
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| Issue | JGB (6-Year) No. 37（new） |
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| Coupon (%) | 0.7% |
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| Maturity | 2007-03-20 |
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| Method | price conventional |
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| Offering | ¥500B |
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| Competitive Bids | ¥1.7T |
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| Accepted Amount | ¥492.9B |
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| Lowest Accepted Price | 100.20（0.665%） |
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| Weighted Avg Price | 100.22（0.661%） |
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| Allotment Ratio | — |
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| Non-competitive I | — |
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| Non-competitive II | — |
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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 | 3.43 | 3.42 | 2.53 | 1.46 | 3.42 | +1.30 |
| Tail (sen) | 2 | 3 | 4 | 1 | 8 | -1.01 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | A (score +1.16) | (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) | 0.4 | 0.5 |
Same-tenor Auction History