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auctions / 5Y / 2002-01-11

Official Result (MOF)

Auction Date2002-01-11
Issue Date2002-01-25
IssueJGB (5-Year) No. 17(new)
Coupon (%)0.5%
Maturity2006-12-20
Methodprice conventional
Offering¥1.8T
Competitive Bids¥4T
Accepted Amount¥1.8T
Lowest Accepted Price99.82(0.537%)
Weighted Avg Price99.83(0.535%)
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/Cover2.261.752.021.552.83+0.63
Tail (sen)11213-0.91
Non-competitive take-up0.0%0.0%
GradeB (score +0.77)(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)0.20.2

Same-tenor Auction History

1.502.002.502001-012001-052001-082002-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-01-11JGB (5-Year) No. 172.2610.535
2001-11-30JGB (5-Year) No. 161.7510.556
2001-10-30JGB (5-Year) No. 141.5520.424
2001-10-05JGB (5-Year) No. 152.2510.477
2001-08-28JGB (5-Year) No. 151.6320.514
2001-07-31JGB (5-Year) No. 131.6610.445
2001-06-29JGB (5-Year) No. 142.0110.356
2001-05-29JGB (5-Year) No. 132.8320.465
2001-05-09JGB (5-Year) No. 122.0110.519
2001-03-29JGB (5-Year) No. 112.0420.630
2001-02-27JGB (5-Year) No. 112.6110.695
2001-02-01JGB (5-Year) No. 102.0620.883
2001-01-12JGB (5-Year) No. 101.8930.904