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auctions / 2Y / 2003-07-31

Official Result (MOF)

Auction Date2003-07-31
Issue Date2003-08-20
IssueJGB (2-Year) No. 211(new)
Coupon (%)0.1%
Maturity2005-08-20
Methodprice conventional
Offering¥1.8T
Competitive Bids¥47.5T
Accepted Amount¥1.8T
Lowest Accepted Price100.05(0.074%)
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

Offering Terms (from MOF notice) documents →

Official name利付国庫債券(2年)(第211回)
Legal basis財政融資資金特別会計法(昭和26年法律第101号)第 及びその条項 11条第1項及び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
Coupon dates毎年2月20日及び8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/Cover26.5427.4621.983.26114.70+0.15
Tail (sen)00001-0.30
Non-competitive take-up0.0%0.0%
GradeC (score +0.23)(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

0.0050.00100.002002-072002-112003-032003-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2003-07-31JGB (2-Year) No. 21126.5400.074
2003-06-26JGB (2-Year) No. 21027.4600.059
2003-05-29JGB (2-Year) No. 209114.7000.039
2003-04-24JGB (2-Year) No. 20838.2200.054
2003-03-25JGB (2-Year) No. 2074.9000.059
2003-02-27JGB (2-Year) No. 2063.2600.049
2003-01-30JGB (2-Year) No. 20512.8500.039
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