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auctions / 10Y / 2002-03-20

Official Result (MOF)

Auction Date2002-03-20
Issue Date2002-04-22
IssueJGB (10-Year) No. 237(reopen)
Coupon (%)1.5%
Maturity2012-03-20
Methodprice conventional
Offering¥1.8T
Competitive Bids¥3.9T
Accepted Amount¥1.1T
Lowest Accepted Price100.85(1.403%)
Weighted Avg Price100.88(1.399%)
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/Cover3.572.023.641.6211.35-0.03
Tail (sen)34305+0.18
Non-competitive take-up0.0%0.0%
GradeC (score -0.10)(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)0.40.5

Same-tenor Auction History

5.0010.002001-032001-072001-112002-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-03-20JGB (10-Year) No. 2373.5731.399
2002-02-21JGB (10-Year) No. 2372.0241.495
2002-01-29JGB (10-Year) No. 2361.6221.378
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