overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1990-07-26

Official Result (MOF)

Auction Date1990-07-26
Issue Date1990-08-20
IssueJGB (2-Year) No. 57(new)
Coupon (%)6.5%
Maturity1992-08-20
Methodprice conventional
Offering¥100B
Competitive Bids¥190.8B
Accepted Amount¥112.9B
Lowest Accepted Price99.90(6.556%)
Weighted Avg Price99.94(6.528%)
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/Cover1.692.302.181.433.74-0.72
Tail (sen)4812232-0.86
Non-competitive take-up0.0%0.0%
GradeC (score +0.07)(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)2.84.9

Same-tenor Auction History

2.003.001989-021989-081990-031990-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1990-07-26JGB (2-Year) No. 571.6946.528
1990-07-03JGB (2-Year) No. 562.3086.352
1990-05-29JGB (2-Year) No. 553.74106.311
1990-04-26JGB (2-Year) No. 542.9247.023
1990-03-06JGB (2-Year) No. 531.66256.723
1990-01-24JGB (2-Year) No. 521.43326.307
1989-12-05JGB (2-Year) No. 511.74125.276
1989-10-31JGB (2-Year) No. 501.4695.071
1989-08-29JGB (2-Year) No. 492.4524.817
1989-08-02JGB (2-Year) No. 482.4944.829
1989-07-05JGB (2-Year) No. 472.6684.905
1989-03-07JGB (2-Year) No. 461.54184.497
1989-02-07JGB (2-Year) No. 451.7664.015