overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1982-07-14

Official Result (MOF)

Auction Date1982-07-14
Issue Date1982-07-28
IssueJGB (2-Year) No. 13(new)
Coupon (%)7.2%
Maturity1984-07-20
Methodprice conventional
Offering¥200B
Competitive Bids¥353.2B
Accepted Amount¥200.4B
Lowest Accepted Price98.69(7.965%)
Weighted Avg Price98.77(7.914%)
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

ThisPrevavg (12)minmaxz
Bid/Cover1.762.071.941.162.76-0.36
Tail (sen)8158130-0.05
Non-competitive take-up0.0%0.0%
GradeC (score -0.16)(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)5.19.1

Same-tenor Auction History

2.001979-081981-021981-101982-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1982-07-14JGB (2-Year) No. 131.7687.914
1982-06-29JGB (2-Year) No. 122.07157.998
1982-02-24JGB (2-Year) No. 112.2956.975
1981-10-28JGB (2-Year) No. 102.7677.951
1981-10-16JGB (2-Year) No. 102.4157.999
1981-07-15JGB (2-Year) No. 91.8878.023
1981-02-16JGB (2-Year) No. 71.4118.455
1981-02-03JGB (2-Year) No. 61.8648.409
1979-11-19JGB (2-Year) No. 41.1627.295
1979-08-27JGB (2-Year) No. 31.60307.206