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auctions / 10Y / 1992-05-07

Official Result (MOF)

Auction Date1992-05-07
Issue Date1992-05-25
IssueJGB (10-Year) No. 147(new)
Coupon (%)5.7%
Maturity2002-06-20
Methodprice conventional
Offering¥800B
Competitive Bids¥1.8T
Accepted Amount¥472.7B
Lowest Accepted Price100.20(5.668%)
Weighted Avg Price100.27(5.657%)
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/Cover3.732.464.032.466.08-0.28
Tail (sen)7158315-0.25
Non-competitive take-up0.0%0.0%
GradeC (score -0.01)(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)1.12.4

Same-tenor Auction History

4.006.001991-041991-081992-011992-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1992-05-07JGB (10-Year) No. 1473.7375.657
1992-04-01JGB (10-Year) No. 1452.46155.445
1992-02-25JGB (10-Year) No. 1454.5665.444
1992-01-29JGB (10-Year) No. 1455.5275.373
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