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auctions / 2Y / 2002-02-26

Official Result (MOF)

Auction Date2002-02-26
Issue Date2002-03-20
IssueJGB (2-Year) No. 194(new)
Coupon (%)0.1%
Maturity2004-03-22
Methodprice conventional
Offering¥1.4T
Competitive Bids¥4.1T
Accepted Amount¥1.4T
Lowest Accepted Price100.01(0.095%)
Weighted Avg Price100.02(0.090%)
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/Cover2.983.583.721.776.77-0.62
Tail (sen)11102+0.53
Non-competitive take-up0.0%0.0%
GradeD (score -0.58)(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)0.50.5

Same-tenor Auction History

2.004.006.002001-032001-062001-102002-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-02-26JGB (2-Year) No. 1942.9810.090
2002-01-31JGB (2-Year) No. 1933.5810.059
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