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auctions / 15Y / 2002-11-14

Official Result (MOF)

Auction Date2002-11-14
Issue Date2002-11-20
IssueFloating-Rate JGB (15-Year) No. 19(new)
Coupon (%)
Maturity2017-11-20
Methodprice conventional
Offering¥900B
Competitive Bids¥3.4T
Accepted Amount¥899.2B
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/Cover3.812.223.322.226.62+0.42
Tail (sen)
Non-competitive take-up0.0%0.0%
GradeB (score +0.42)(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

2.004.006.002000-062001-052002-052002-11
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
2002-11-14Floating-Rate JGB (15-Year) No. 193.81
2002-09-10Floating-Rate JGB (15-Year) No. 182.22
2002-07-09Floating-Rate JGB (15-Year) No. 173.51
2002-05-10Floating-Rate JGB (15-Year) No. 163.78
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