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auctions / 2Y / 2001-12-21

Official Result (MOF)

Auction Date2001-12-21
Issue Date2002-01-21
IssueJGB (2-Year) No. 192(new)
Coupon (%)0.1%
Maturity2004-01-20
Methodprice conventional
Offering¥1.4T
Competitive Bids¥5.6T
Accepted Amount¥1.4T
Lowest Accepted Price100.04(0.079%)
Weighted Avg Price100.05(0.074%)
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/Cover4.065.003.591.776.77+0.39
Tail (sen)10102+0.53
Non-competitive take-up0.0%0.0%
GradeC (score -0.07)(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)0.50.0

Same-tenor Auction History

2.004.006.002000-122001-042001-082001-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2001-12-21JGB (2-Year) No. 1924.0610.074
2001-11-27JGB (2-Year) No. 1915.0000.095
2001-10-25JGB (2-Year) No. 1906.7700.084
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