overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1986-06-05

Official Result (MOF)

Auction Date1986-06-05
Issue Date1986-06-20
IssueJGB (2-Year) No. 27(new)
Coupon (%)4.3%
Maturity1988-06-20
Methodprice conventional
Offering¥300B
Competitive Bids¥358.8B
Accepted Amount¥300.9B
Lowest Accepted Price99.48(4.583%)
Weighted Avg Price99.67(4.475%)
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/Cover1.191.641.591.172.29-1.13
Tail (sen)1979214+2.53
Non-competitive take-up0.0%0.0%
GradeE (score -1.83)(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)10.84.1

Same-tenor Auction History

1.502.001982-101984-011985-071986-06
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1986-06-05JGB (2-Year) No. 271.19194.475
1986-02-07JGB (2-Year) No. 261.6475.609
1985-12-05JGB (2-Year) No. 251.17136.415
1985-09-06JGB (2-Year) No. 241.33126.119
1985-07-05JGB (2-Year) No. 231.25116.242
1985-05-09JGB (2-Year) No. 211.31136.457
1985-01-09JGB (2-Year) No. 201.9875.875
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