Official Result (MOF)
| Auction Date | 1982-06-29 |
|---|
| Issue Date | 1982-07-16 |
|---|
| Issue | JGB (2-Year) No. 12（new） |
|---|
| Coupon (%) | 7.2% |
|---|
| Maturity | 1984-07-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥150B |
|---|
| Competitive Bids | ¥209.2B |
|---|
| Accepted Amount | ¥101.2B |
|---|
| Lowest Accepted Price | 98.46（8.089%） |
|---|
| Weighted Avg Price | 98.61（7.998%） |
|---|
| 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 | 2.07 | 2.29 | 1.92 | 1.16 | 2.76 | +0.29 |
| Tail (sen) | 15 | 5 | 8 | 1 | 30 | +0.85 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (score -0.28) | (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) | 9.1 | 3.2 |
Same-tenor Auction History