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auctions / 2Y / 1982-10-27

Official Result (MOF)

Auction Date1982-10-27
Issue Date1982-11-11
IssueJGB (2-Year) No. 14(new)
Coupon (%)7.4%
Maturity1984-11-20
Methodprice conventional
Offering¥250B
Competitive Bids¥522.8B
Accepted Amount¥251.6B
Lowest Accepted Price99.08(7.926%)
Weighted Avg Price99.12(7.901%)
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/Cover2.081.761.921.162.76+0.35
Tail (sen)488130-0.54
Non-competitive take-up0.0%0.0%
GradeB (score +0.45)(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)2.55.1

Same-tenor Auction History

2.001979-081981-021982-021982-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1982-10-27JGB (2-Year) No. 142.0847.901
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