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auctions / 10Y / 2001-09-20

Official Result (MOF)

Auction Date2001-09-20
Issue Date2001-10-22
IssueJGB (10-Year) No. 234(reopen)
Coupon (%)1.4%
Maturity2011-09-20
Methodprice conventional
Offering¥1.7T
Competitive Bids¥1.7T
Accepted Amount¥1T
Lowest Accepted Price100.55(1.337%)
Weighted Avg Price100.60(1.332%)
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/Cover1.681.892.361.673.77-1.24
Tail (sen)524112+0.56
Non-competitive take-up0.0%0.0%
GradeD (score -0.90)(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)0.50.2

Same-tenor Auction History

2.003.002000-092001-012001-052001-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-09-20JGB (10-Year) No. 2341.6851.332
2001-08-21JGB (10-Year) No. 2341.8921.346
2001-07-24JGB (10-Year) No. 2332.5341.305
2001-06-21JGB (10-Year) No. 2323.7731.124
2001-05-22JGB (10-Year) No. 2312.7231.268
2001-04-24JGB (10-Year) No. 2291.6741.260
2001-03-22JGB (10-Year) No. 2301.9611.027
2001-02-21JGB (10-Year) No. 2292.3821.329
2001-01-30JGB (10-Year) No. 2281.9831.416
2001-01-10JGB (10-Year) No. 2271.9331.504
2000-11-21JGB (10-Year) No. 2262.88121.663
2000-10-24JGB (10-Year) No. 2252.4021.809
2000-09-21JGB (10-Year) No. 2252.1831.825