Official Result (MOF)
| Auction Date | 2001-11-30 |
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| Issue Date | 2001-12-20 |
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| Issue | JGB (5-Year) No. 16（new） |
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| Coupon (%) | 0.6% |
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| Maturity | 2006-12-20 |
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| Method | price conventional |
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| Offering | ¥1.8T |
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| Competitive Bids | ¥3.1T |
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| Accepted Amount | ¥1.8T |
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| Lowest Accepted Price | 100.20（0.558%） |
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| Weighted Avg Price | 100.21（0.556%） |
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| Allotment Ratio | — |
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| Non-competitive I | — |
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| Non-competitive II | — |
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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 | 1.75 | 1.55 | 2.11 | 1.55 | 2.83 | -0.87 |
| Tail (sen) | 1 | 2 | 2 | 1 | 3 | -0.91 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (score +0.02) | (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) | 0.2 | 0.4 |
Same-tenor Auction History