Official Result (MOF)
| Auction Date | 1991-05-22 |
|---|
| Issue Date | 1991-06-20 |
|---|
| Issue | JGB (10-Year) No. 141（new） |
|---|
| Coupon (%) | 6.5% |
|---|
| Maturity | 2001-06-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥800B |
|---|
| Competitive Bids | ¥1.4T |
|---|
| Accepted Amount | ¥472.6B |
|---|
| Lowest Accepted Price | 100.00（6.500%） |
|---|
| Weighted Avg Price | 100.07（6.488%） |
|---|
| 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 | 2.92 | 2.89 | 3.80 | 2.30 | 5.67 | -0.75 |
| Tail (sen) | 7 | 8 | 15 | 8 | 26 | -1.49 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | B (score +0.37) | (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) | 1.2 | 1.3 |
Same-tenor Auction History