Official Result (MOF)
| Auction Date | 1994-12-13 |
|---|
| Issue Date | 1994-12-26 |
|---|
| Issue | JGB (20-Year) No. 27(reopen) |
|---|
| Coupon (%) | 5% |
|---|
| Maturity | 2014-09-22 |
|---|
| Method | price conventional |
|---|
| Offering | ¥300B |
|---|
| Competitive Bids | ¥924B |
|---|
| Accepted Amount | ¥296B |
|---|
| Lowest Accepted Price | 100.35(4.964%) |
|---|
| Weighted Avg Price | 100.42(4.957%) |
|---|
| 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 | 3.12 | 2.47 | 2.81 | 2.02 | 3.63 | +0.64 |
| Tail (sen) | 7 | 16 | 13 | 4 | 23 | -0.93 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | B (score +0.78) | (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) | 0.7 | 1.7 |
Same-tenor Auction History