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auctions / 2Y / 2001-10-02

Official Result (MOF)

Auction Date2001-10-02
Issue Date2001-10-22
IssueJGB (2-Year) No. 189(new)
Coupon (%)0.1%
Maturity2003-10-20
Methodprice conventional
Offering¥1.4T
Competitive Bids¥4.9T
Accepted Amount¥1.4T
Lowest Accepted Price100.02(0.089%)
Weighted Avg Price100.02(0.089%)
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/Cover3.543.552.951.774.23+0.90
Tail (sen)00102-1.51
Non-competitive take-up0.0%0.0%
GradeA (score +1.20)(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)0.00.0

Same-tenor Auction History

2.003.004.002000-092001-022001-052001-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-10-02JGB (2-Year) No. 1893.5400.089
2001-08-23JGB (2-Year) No. 1883.5500.104
2001-07-26JGB (2-Year) No. 1873.5100.094
2001-06-26JGB (2-Year) No. 1863.1010.069
2001-05-24JGB (2-Year) No. 1854.2310.064
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