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auctions / 15Y / 2002-03-12

Official Result (MOF)

Auction Date2002-03-12
Issue Date2002-03-20
IssueFloating-Rate JGB (15-Year) No. 15(new)
Coupon (%)
Maturity2017-03-20
Methodprice conventional
Offering¥1T
Competitive Bids¥2.7T
Accepted Amount¥999.1B
Lowest Accepted Price
Weighted Avg Price
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/Cover2.662.563.472.306.62-0.60
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeD (score -0.60)(z(B/C) − z(tail))/2 bucketed A(≥1)/B(≥0.3)/C/D(≤−0.3)/E(≤−1), vs last 12 same-tenor

Same-tenor Auction History

4.006.002000-062000-122001-092002-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-03-12Floating-Rate JGB (15-Year) No. 152.66
2001-12-11Floating-Rate JGB (15-Year) No. 142.56
2001-09-06Floating-Rate JGB (15-Year) No. 133.54
2001-05-31Floating-Rate JGB (15-Year) No. 122.30
2001-03-13Floating-Rate JGB (15-Year) No. 112.67
2000-12-12Floating-Rate JGB (15-Year) No. 103.03
2000-09-07Floating-Rate JGB (15-Year) No. 93.61
2000-06-08Floating-Rate JGB (15-Year) No. 86.62