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auctions / 5Y / 2002-03-01

Official Result (MOF)

Auction Date2002-03-01
Issue Date2002-03-20
IssueJGB (5-Year) No. 18(new)
Coupon (%)0.7%
Maturity2007-03-20
Methodprice conventional
Offering¥1.8T
Competitive Bids¥3.3T
Accepted Amount¥1.8T
Lowest Accepted Price100.20(0.658%)
Weighted Avg Price100.22(0.654%)
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/Cover1.831.181.981.182.83-0.34
Tail (sen)25215+0.30
Non-competitive take-up0.0%0.0%
GradeD (score -0.32)(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)0.41.1

Same-tenor Auction History

2.002001-022001-062001-102002-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-03-01JGB (5-Year) No. 181.8320.654
2002-02-07JGB (5-Year) No. 161.1850.621
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