Official Result (MOF)
| Auction Date | 2001-12-21 |
|---|
| Issue Date | 2002-01-21 |
|---|
| Issue | JGB (2-Year) No. 192(new) |
|---|
| Coupon (%) | 0.1% |
|---|
| Maturity | 2004-01-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1.4T |
|---|
| Competitive Bids | ¥5.6T |
|---|
| Accepted Amount | ¥1.4T |
|---|
| Lowest Accepted Price | 100.04(0.079%) |
|---|
| Weighted Avg Price | 100.05(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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 4.06 | 5.00 | 3.59 | 1.77 | 6.77 | +0.39 |
| Tail (sen) | 1 | 0 | 1 | 0 | 2 | +0.53 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (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) | 0.5 | 0.0 |
Same-tenor Auction History