overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 10Y / 1991-06-25

Official Result (MOF)

Auction Date1991-06-25
Issue Date1991-07-22
IssueJGB (10-Year) No. 142(new)
Coupon (%)6.7%
Maturity2001-09-20
Methodprice conventional
Offering¥800B
Competitive Bids¥1.3T
Accepted Amount¥472.3B
Lowest Accepted Price100.00(6.700%)
Weighted Avg Price100.08(6.686%)
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/Cover2.672.923.582.305.63-0.85
Tail (sen)8714726-1.07
Non-competitive take-up0.0%0.0%
GradeC (score +0.11)(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)1.41.2

Same-tenor Auction History

4.001990-061990-101991-021991-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1991-06-25JGB (10-Year) No. 1422.6786.686
1991-05-22JGB (10-Year) No. 1412.9276.488
1991-04-24JGB (10-Year) No. 1402.8986.537
1991-04-02JGB (10-Year) No. 1402.4396.535
1991-02-26JGB (10-Year) No. 1382.30196.215
1991-01-30JGB (10-Year) No. 1373.28156.352
1991-01-09JGB (10-Year) No. 1314.65176.522
1990-11-27JGB (10-Year) No. 1363.95106.799
1990-10-24JGB (10-Year) No. 1353.61197.210
1990-09-26JGB (10-Year) No. 1345.6397.786
1990-08-22JGB (10-Year) No. 1332.32267.534
1990-07-24JGB (10-Year) No. 1303.77196.904
1990-06-26JGB (10-Year) No. 1295.16116.480