Official Result (MOF)
| Auction Date | 1990-01-24 |
|---|
| Issue Date | 1990-02-05 |
|---|
| Issue | JGB (2-Year) No. 52（new） |
|---|
| Coupon (%) | 6% |
|---|
| Maturity | 1992-01-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥200B |
|---|
| Competitive Bids | ¥283.5B |
|---|
| Accepted Amount | ¥198.9B |
|---|
| Lowest Accepted Price | 99.14（6.494%） |
|---|
| Weighted Avg Price | 99.46（6.307%） |
|---|
| 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 | 1.43 | 1.74 | 2.06 | 1.46 | 2.66 | -1.67 |
| Tail (sen) | 32 | 12 | 9 | 2 | 19 | +4.63 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | E (score -3.15) | (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) | 18.7 | 6.7 |
Same-tenor Auction History