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auctions / 20Y / 2001-08-02

Official Result (MOF)

Auction Date2001-08-02
Issue Date2001-08-20
IssueJGB (20-Year) No. 51(new)
Coupon (%)2%
Maturity2021-06-21
Methodprice conventional
Offering¥500B
Competitive Bids¥691B
Accepted Amount¥499B
Lowest Accepted Price99.15(2.060%)
Weighted Avg Price99.30(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

ThisPrevavg (12)minmaxz
Bid/Cover1.381.662.021.622.84-1.78
Tail (sen)15413334+0.21
Non-competitive take-up0.0%0.0%
GradeD (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)1.10.2

Same-tenor Auction History

1.502.002.501998-101999-102000-102001-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-08-02JGB (20-Year) No. 511.38152.049
2001-06-12JGB (20-Year) No. 501.6641.842
2001-04-03JGB (20-Year) No. 502.5631.819
2001-01-17JGB (20-Year) No. 491.68182.147
2000-10-04JGB (20-Year) No. 481.8862.447
2000-07-05JGB (20-Year) No. 471.96122.145
2000-04-05JGB (20-Year) No. 462.0892.218
2000-01-20JGB (20-Year) No. 452.2392.408
1999-10-05JGB (20-Year) No. 442.12112.495
1999-07-01JGB (20-Year) No. 431.71312.829
1999-04-07JGB (20-Year) No. 421.94142.585
1999-01-19JGB (20-Year) No. 421.62342.723
1998-10-13JGB (20-Year) No. 412.8441.491