Official Result (MOF)
| Auction Date | 1993-09-28 |
|---|
| Issue Date | 1993-10-20 |
|---|
| Issue | JGB (10-Year) No. 164(new) |
|---|
| Coupon (%) | 4.1% |
|---|
| Maturity | 2003-12-22 |
|---|
| Method | price conventional |
|---|
| Offering | ¥800B |
|---|
| Competitive Bids | ¥2.7T |
|---|
| Accepted Amount | ¥472.6B |
|---|
| Lowest Accepted Price | 101.55(3.884%) |
|---|
| Weighted Avg Price | 101.67(3.868%) |
|---|
| 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 | 5.67 | 6.88 | 4.78 | 1.68 | 7.74 | +0.54 |
| Tail (sen) | 12 | 8 | 12 | 5 | 24 | +0.09 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (score +0.22) | (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) | 1.6 | 1.2 |
Same-tenor Auction History