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auctions / 10Y / 1991-10-29

Official Result (MOF)

Auction Date1991-10-29
Issue Date1991-11-20
IssueJGB (10-Year) No. 144(reopen)
Coupon (%)6%
Maturity2001-12-20
Methodprice conventional
Offering¥800B
Competitive Bids¥1.7T
Accepted Amount¥472.4B
Lowest Accepted Price101.00(5.841%)
Weighted Avg Price101.06(5.832%)
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/Cover3.544.733.482.304.73+0.07
Tail (sen)6911319-1.06
Non-competitive take-up0.0%0.0%
GradeB (score +0.56)(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)0.91.5

Same-tenor Auction History

3.004.001990-101991-021991-061991-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1991-10-29JGB (10-Year) No. 1443.5465.832
1991-10-01JGB (10-Year) No. 1444.7395.929
1991-08-22JGB (10-Year) No. 1434.08106.300
1991-07-24JGB (10-Year) No. 1404.2536.561
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