Official Result (MOF)
| Auction Date | 1990-04-05 |
|---|
| Issue Date | 1990-04-20 |
|---|
| Issue | JGB (10-Year) No. 130（new） |
|---|
| Coupon (%) | 6.7% |
|---|
| Maturity | 2000-06-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥700B |
|---|
| Competitive Bids | ¥1.7T |
|---|
| Accepted Amount | ¥276.6B |
|---|
| Lowest Accepted Price | 100.20（6.666%） |
|---|
| Weighted Avg Price | 100.27（6.655%） |
|---|
| 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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 6.00 | 4.89 | 4.21 | 2.86 | 7.22 | +1.50 |
| Tail (sen) | 7 | 14 | 16 | 4 | 32 | -1.18 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | A (score +1.34) | (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) | 1.1 | 2.3 |
Same-tenor Auction History