Official Result (MOF)
| Auction Date | 1986-06-05 |
|---|
| Issue Date | 1986-06-20 |
|---|
| Issue | JGB (2-Year) No. 27(new) |
|---|
| Coupon (%) | 4.3% |
|---|
| Maturity | 1988-06-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥300B |
|---|
| Competitive Bids | ¥358.8B |
|---|
| Accepted Amount | ¥300.9B |
|---|
| Lowest Accepted Price | 99.48(4.583%) |
|---|
| Weighted Avg Price | 99.67(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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 1.19 | 1.64 | 1.59 | 1.17 | 2.29 | -1.13 |
| Tail (sen) | 19 | 7 | 9 | 2 | 14 | +2.53 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | E (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) | 10.8 | 4.1 |
Same-tenor Auction History