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auctions / 3Y / 2002-10-29

Official Result (MOF)

Auction Date2002-10-29
Issue Date2002-11-20
IssueDiscount JGB (3-Year) No. 13(new)
Coupon (%)
Maturity2005-11-21
Methodprice conventional
Offering¥100B
Competitive Bids¥331B
Accepted Amount¥89.3B
Lowest Accepted Price99.62(0.126%)
Weighted Avg Price99.64(0.120%)
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/Cover3.715.196.032.3619.17-0.50
Tail (sen)226020-0.67
Non-competitive take-up0.0%0.0%
GradeC (score +0.09)(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)0.60.7

Same-tenor Auction History

10.0020.002000-112001-072002-032002-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-10-29Discount JGB (3-Year) No. 133.7120.120
2002-08-29Discount JGB (3-Year) No. 125.1920.113
2002-07-02Discount JGB (3-Year) No. 113.2550.160
2002-04-26Discount JGB (3-Year) No. 103.5830.130
2002-03-07Discount JGB (3-Year) No. 94.1440.133
2001-12-26Discount JGB (3-Year) No. 819.1740.150
2001-11-01Discount JGB (3-Year) No. 711.4910.217
2001-08-30Discount JGB (3-Year) No. 66.5730.220
2001-07-03Discount JGB (3-Year) No. 53.8400.227
2001-05-11Discount JGB (3-Year) No. 47.0630.224
2001-03-07Discount JGB (3-Year) No. 32.50120.416
2000-12-22Discount JGB (3-Year) No. 23.20130.802
2000-11-09Discount JGB (3-Year) No. 12.36200.813