overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 10Y / 2001-10-23

Official Result (MOF)

Auction Date2001-10-23
Issue Date2001-11-20
IssueJGB (10-Year) No. 234(reopen)
Coupon (%)1.4%
Maturity2011-09-20
Methodprice conventional
Offering¥1.7T
Competitive Bids¥5.5T
Accepted Amount¥1T
Lowest Accepted Price100.90(1.298%)
Weighted Avg Price100.92(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

ThisPrevavg (12)minmaxz
Bid/Cover5.421.682.311.673.77+5.36
Tail (sen)254112-0.61
Non-competitive take-up0.0%0.0%
GradeA (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)0.20.5

Same-tenor Auction History

2.004.002000-102001-022001-062001-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-10-23JGB (10-Year) No. 2345.4221.296
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