overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 2002-12-26

Official Result (MOF)

Auction Date2002-12-26
Issue Date2003-01-20
IssueJGB (2-Year) No. 204(new)
Coupon (%)0.1%
Maturity2005-01-20
Methodprice conventional
Offering¥1.6T
Competitive Bids¥8.6T
Accepted Amount¥1.6T
Lowest Accepted Price100.10(0.049%)
Weighted Avg Price100.10(0.049%)
Allotment Ratio
Non-competitive I
Non-competitive II

Source: https://www.mof.go.jp/jgbs/reference/appendix/jgb_historical_data.xls

Offering Terms (from MOF notice) documents →

Official name利付国庫債券(2年)(第204回)
Legal basis平成14年度における財政運営のための公債の発行の特例 及びその条項 等に関する法律(平成14年法律第20号)第2条第1項 並びに国債整理基金特別会計法(明治39年法律第6号) 第5条第1項及び第5条ノ2
Coupon dates毎年1月20日及び7月20日
Planned amount
Bid deadline
Payment date
Non-competitive II
Price terms

Derived Metrics calc auction-v1 / auction-v2

ThisPrevavg (12)minmaxz
Bid/Cover5.426.268.572.9820.20-0.65
Tail (sen)00001-0.71
Non-competitive take-up0.0%0.0%
GradeC (score +0.03)(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

10.0020.002001-122002-042002-082002-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-12-26JGB (2-Year) No. 2045.4200.049
2002-11-26JGB (2-Year) No. 2036.2600.054
2002-10-31JGB (2-Year) No. 20212.3100.035
2002-10-01JGB (2-Year) No. 2019.9300.049
2002-08-27JGB (2-Year) No. 2008.2300.015
2002-07-25JGB (2-Year) No. 19920.2010.039
2002-06-27JGB (2-Year) No. 19813.9500.059
2002-05-28JGB (2-Year) No. 1979.5700.065
2002-04-25JGB (2-Year) No. 1965.6200.059
2002-04-02JGB (2-Year) No. 1956.1400.054
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