Official Result (MOF)
| Auction Date | 2001-08-02 |
|---|
| Issue Date | 2001-08-20 |
|---|
| Issue | JGB (20-Year) No. 51(new) |
|---|
| Coupon (%) | 2% |
|---|
| Maturity | 2021-06-21 |
|---|
| Method | price conventional |
|---|
| Offering | ¥500B |
|---|
| Competitive Bids | ¥691B |
|---|
| Accepted Amount | ¥499B |
|---|
| Lowest Accepted Price | 99.15(2.060%) |
|---|
| Weighted Avg Price | 99.30(2.049%) |
|---|
| 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 | 1.38 | 1.66 | 2.02 | 1.62 | 2.84 | -1.78 |
| Tail (sen) | 15 | 4 | 13 | 3 | 34 | +0.21 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | D (score -0.99) | (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) | 1.1 | 0.2 |
Same-tenor Auction History