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auctions / 10Y / 1992-10-22

Official Result (MOF)

Auction Date1992-10-22
Issue Date1992-11-20
IssueJGB (10-Year) No. 152(new)
Coupon (%)5%
Maturity2002-12-20
Methodprice conventional
Offering¥800B
Competitive Bids¥1.3T
Accepted Amount¥472.7B
Lowest Accepted Price100.15(4.977%)
Weighted Avg Price100.24(4.964%)
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/Cover2.694.984.662.466.40-1.73
Tail (sen)9109315+0.05
Non-competitive take-up0.0%0.0%
GradeD (score -0.89)(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)1.31.5

Same-tenor Auction History

4.006.001991-101992-021992-061992-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1992-10-22JGB (10-Year) No. 1522.6994.964
1992-09-30JGB (10-Year) No. 1514.98104.880
1992-08-26JGB (10-Year) No. 1515.6374.804
1992-07-22JGB (10-Year) No. 1506.40115.253
1992-06-24JGB (10-Year) No. 1494.8695.556
1992-05-27JGB (10-Year) No. 1483.38135.673
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