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auctions / 20Y / 2002-04-09

Official Result (MOF)

Auction Date2002-04-09
Issue Date2002-04-22
IssueJGB (20-Year) No. 55(new)
Coupon (%)2%
Maturity2022-03-21
Methodprice conventional
Offering¥700B
Competitive Bids¥1.4T
Accepted Amount¥699.2B
Lowest Accepted Price99.15(2.060%)
Weighted Avg Price99.29(2.050%)
Allotment Ratio
Non-competitive I
Non-competitive II

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Offering Terms (from MOF notice) documents →

Official name利付国庫債券(20年)(第55回)
Legal basis財政融資資金特別会計法(昭和26年法律第101号)第 及びその条項 11条第1項及び国債整理基金特別会計法(明治39年法 律第6号)第5条第1項
Coupon dates毎年3月20日及び9月20日
Planned amount
Bid deadline
Payment date
Non-competitive II
Price terms募入となったものにつきそれぞれの応募価格

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover1.941.901.921.382.56+0.07
Tail (sen)143612336+0.28
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)1.02.6

Same-tenor Auction History

1.502.002.501999-102000-102001-082002-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-04-09JGB (20-Year) No. 551.94142.050
2002-02-13JGB (20-Year) No. 541.90362.188
2001-12-06JGB (20-Year) No. 531.8182.090
2001-10-10JGB (20-Year) No. 521.7692.037
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