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auctions / 2Y / 2001-04-26

Official Result (MOF)

Auction Date2001-04-26
Issue Date2001-05-21
IssueJGB (2-Year) No. 184(new)
Coupon (%)0.1%
Maturity2003-05-20
Methodprice conventional
Offering¥1.4T
Competitive Bids¥3.8T
Accepted Amount¥1.4T
Lowest Accepted Price99.98(0.110%)
Weighted Avg Price99.99(0.105%)
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/Cover2.761.772.581.773.30+0.40
Tail (sen)12102-0.42
Non-competitive take-up0.0%0.0%
GradeB (score +0.41)(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)0.51.0

Same-tenor Auction History

2.003.002000-052000-082000-122001-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-04-26JGB (2-Year) No. 1842.7610.105
2001-03-27JGB (2-Year) No. 1831.7720.135
2001-03-01JGB (2-Year) No. 1822.7910.174
2001-02-08JGB (2-Year) No. 1813.3010.369
2000-12-21JGB (2-Year) No. 1802.7110.549
2000-12-01JGB (2-Year) No. 1791.9110.554
2000-11-01JGB (2-Year) No. 1782.7810.584
2000-09-28JGB (2-Year) No. 1773.0000.694
2000-08-29JGB (2-Year) No. 1762.8510.674
2000-08-01JGB (2-Year) No. 1752.3710.469
2000-06-29JGB (2-Year) No. 1742.8220.550
2000-05-30JGB (2-Year) No. 1731.9320.430
2000-05-11JGB (2-Year) No. 1722.7020.394