Official Result (MOF)
| Auction Date | 1983-07-14 |
|---|
| Issue Date | 1983-07-28 |
|---|
| Issue | JGB (2-Year) No. 17(new) |
|---|
| Coupon (%) | 6.8% |
|---|
| Maturity | 1985-07-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥200B |
|---|
| Competitive Bids | ¥338B |
|---|
| Accepted Amount | ¥213.6B |
|---|
| Lowest Accepted Price | 99.54(7.064%) |
|---|
| Weighted Avg Price | 99.56(7.048%) |
|---|
| 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 | 1.58 | 1.64 | 1.90 | 1.16 | 2.76 | -0.75 |
| Tail (sen) | 2 | 4 | 6 | 1 | 15 | -1.05 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (score +0.15) | (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) | 1.6 | 2.5 |
Same-tenor Auction History