overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1984-04-24

Official Result (MOF)

Auction Date1984-04-24
Issue Date1984-05-15
IssueJGB (2-Year) No. 19(new)
Coupon (%)5.9%
Maturity1986-06-20
Methodprice conventional
Offering¥700B
Competitive Bids¥894.7B
Accepted Amount¥729.6B
Lowest Accepted Price99.41(6.217%)
Weighted Avg Price99.52(6.155%)
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/Cover1.232.291.981.412.76-1.92
Tail (sen)11117115+0.96
Non-competitive take-up0.0%0.0%
GradeE (score -1.44)(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)6.26.1

Same-tenor Auction History

2.001981-021982-021983-021984-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1984-04-24JGB (2-Year) No. 191.23116.155
1984-01-19JGB (2-Year) No. 182.29116.267
1983-07-14JGB (2-Year) No. 171.5827.048
1983-06-23JGB (2-Year) No. 161.6447.039
1983-02-04JGB (2-Year) No. 151.55146.921
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