Official Result (MOF)
| Auction Date | 1992-11-25 |
|---|
| Issue Date | 1992-12-21 |
|---|
| Issue | JGB (10-Year) No. 153(new) |
|---|
| Coupon (%) | 4.8% |
|---|
| Maturity | 2002-12-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥800B |
|---|
| Competitive Bids | ¥1.9T |
|---|
| Accepted Amount | ¥472.5B |
|---|
| Lowest Accepted Price | 100.10(4.785%) |
|---|
| Weighted Avg Price | 100.25(4.763%) |
|---|
| 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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.97 | 2.69 | 4.58 | 2.46 | 6.40 | -0.50 |
| Tail (sen) | 15 | 9 | 9 | 3 | 15 | +1.85 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | E (score -1.18) | (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) | 2.2 | 1.3 |
Same-tenor Auction History