overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 15Y / 2001-03-13

Official Result (MOF)

Auction Date2001-03-13
Issue Date2001-03-21
IssueFloating-Rate JGB (15-Year) No. 11(new)
Coupon (%)
Maturity2016-03-21
Methodprice conventional
Offering¥800B
Competitive Bids¥2.1T
Accepted Amount¥799.2B
Lowest Accepted Price
Weighted Avg Price
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/Cover2.673.034.423.036.62
Tail (sen)
Non-competitive take-up0.0%0.0%
Grade (z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor

Same-tenor Auction History

4.006.002000-062000-092000-122001-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-03-13Floating-Rate JGB (15-Year) No. 112.67
2000-12-12Floating-Rate JGB (15-Year) No. 103.03
2000-09-07Floating-Rate JGB (15-Year) No. 93.61
2000-06-08Floating-Rate JGB (15-Year) No. 86.62