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auctions / 10Y / 2002-01-09

Official Result (MOF)

Auction Date2002-01-09
Issue Date2002-01-25
IssueJGB (10-Year) No. 235(reopen)
Coupon (%)1.4%
Maturity2011-12-20
Methodprice conventional
Offering¥1.7T
Competitive Bids¥11.4T
Accepted Amount¥1T
Lowest Accepted Price100.75(1.315%)
Weighted Avg Price100.75(1.315%)
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/Cover11.357.072.921.677.07+5.19
Tail (sen)03315-2.81
Non-competitive take-up0.0%0.0%
GradeA (score +4.00)(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)0.00.4

Same-tenor Auction History

5.0010.002001-012001-042001-082002-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-01-09JGB (10-Year) No. 23511.3501.315
2001-11-21JGB (10-Year) No. 2357.0731.311
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