Official Result (MOF)
| Auction Date | 1984-01-19 |
|---|
| Issue Date | 1984-02-03 |
|---|
| Issue | JGB (2-Year) No. 18(new) |
|---|
| Coupon (%) | 6.4% |
|---|
| Maturity | 1986-02-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥410B |
|---|
| Competitive Bids | ¥935.3B |
|---|
| Accepted Amount | ¥409.3B |
|---|
| Lowest Accepted Price | 100.13(6.328%) |
|---|
| Weighted Avg Price | 100.24(6.267%) |
|---|
| 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 | 2.29 | 1.58 | 1.94 | 1.41 | 2.76 | +0.91 |
| Tail (sen) | 11 | 2 | 6 | 1 | 15 | +1.13 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (score -0.11) | (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) | 6.1 | 1.6 |
Same-tenor Auction History