Official Result (MOF)
| Auction Date | 1994-01-26 |
|---|
| Issue Date | 1994-02-21 |
|---|
| Issue | JGB (10-Year) No. 169(new) |
|---|
| Coupon (%) | 3.7% |
|---|
| Maturity | 2004-03-22 |
|---|
| Method | price conventional |
|---|
| Offering | ¥1T |
|---|
| Competitive Bids | ¥851.4B |
|---|
| Accepted Amount | ¥591.1B |
|---|
| Lowest Accepted Price | 98.15(3.958%) |
|---|
| Weighted Avg Price | 98.53(3.904%) |
|---|
| 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 | 1.44 | 4.77 | 4.98 | 1.68 | 7.74 | -2.41 |
| Tail (sen) | 38 | 8 | 11 | 5 | 24 | +4.97 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | E (score -3.69) | (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) | 5.4 | 1.1 |
Same-tenor Auction History