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auctions / 10Y / 1992-01-09

Official Result (MOF)

Auction Date1992-01-09
Issue Date1992-01-27
IssueJGB (10-Year) No. 145(new)
Coupon (%)5.5%
Maturity2002-03-20
Methodprice conventional
Offering¥800B
Competitive Bids¥2.9T
Accepted Amount¥472.7B
Lowest Accepted Price100.65(5.399%)
Weighted Avg Price100.77(5.381%)
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/Cover6.084.723.542.304.73+2.90
Tail (sen)12310319+0.51
Non-competitive take-up0.0%0.0%
GradeA (score +1.20)(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)1.80.5

Same-tenor Auction History

4.006.001991-011991-041991-081992-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1992-01-09JGB (10-Year) No. 1456.08125.381
1991-11-26JGB (10-Year) No. 1444.7235.836
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