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auctions / 5Y / 2002-09-03

Official Result (MOF)

Auction Date2002-09-03
Issue Date2002-09-20
IssueJGB (5-Year) No. 22(new)
Coupon (%)0.3%
Maturity2007-09-20
Methodprice conventional
Offering¥1.9T
Competitive Bids¥3.3T
Accepted Amount¥1.9T
Lowest Accepted Price99.95(0.310%)
Weighted Avg Price99.96(0.308%)
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(5年)(第22回)
Legal basis国債整理基金特別会計法(明治39年法律第6号)第5条 及びその条項 第1項
Coupon dates毎年 3月20日及び 9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/Cover1.752.711.941.182.71-0.49
Tail (sen)11205-0.42
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)0.20.2

Same-tenor Auction History

2.002001-082002-012002-052002-09
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-09-03JGB (5-Year) No. 221.7510.308
2002-08-01JGB (5-Year) No. 212.7110.391
2002-07-04JGB (5-Year) No. 201.8210.435
2002-06-06JGB (5-Year) No. 202.3910.500
2002-05-08JGB (5-Year) No. 192.0200.491
2002-04-04JGB (5-Year) No. 191.9410.508
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