Official Result (MOF)
| Auction Date | 2001-10-23 |
|---|
| Issue Date | 2001-11-20 |
|---|
| Issue | JGB (10-Year) No. 234(reopen) |
|---|
| Coupon (%) | 1.4% |
|---|
| Maturity | 2011-09-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.7T |
|---|
| Competitive Bids | ¥5.5T |
|---|
| Accepted Amount | ¥1T |
|---|
| Lowest Accepted Price | 100.90(1.298%) |
|---|
| Weighted Avg Price | 100.92(1.296%) |
|---|
| 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 | 5.42 | 1.68 | 2.31 | 1.67 | 3.77 | +5.36 |
| Tail (sen) | 2 | 5 | 4 | 1 | 12 | -0.61 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | A (score +2.99) | (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 | 0.5 |
Same-tenor Auction History