Official Result (MOF)
| Auction Date | 2001-03-27 |
|---|
| Issue Date | 2001-04-20 |
|---|
| Issue | JGB (2-Year) No. 183(new) |
|---|
| Coupon (%) | 0.1% |
|---|
| Maturity | 2003-04-21 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.4T |
|---|
| Competitive Bids | ¥2.5T |
|---|
| Accepted Amount | ¥1.4T |
|---|
| Lowest Accepted Price | 99.91(0.145%) |
|---|
| Weighted Avg Price | 99.93(0.135%) |
|---|
| 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 | 1.77 | 2.79 | 2.63 | 1.91 | 3.30 | -2.18 |
| Tail (sen) | 2 | 1 | 1 | 0 | 3 | +0.89 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | E (score -1.54) | (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) | 1.0 | 0.5 |
Same-tenor Auction History