overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1990-10-02

Official Result (MOF)

Auction Date1990-10-02
Issue Date1990-10-22
IssueJGB (2-Year) No. 59(new)
Coupon (%)7.7%
Maturity1992-10-20
Methodprice conventional
Offering¥180B
Competitive Bids¥378.3B
Accepted Amount¥200.9B
Lowest Accepted Price100.01(7.694%)
Weighted Avg Price100.16(7.603%)
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/Cover1.881.632.181.433.74-0.44
Tail (sen)151811232+0.42
Non-competitive take-up0.0%0.0%
GradeD (score -0.43)(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)9.110.5

Same-tenor Auction History

2.003.001989-071989-121990-051990-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1990-10-02JGB (2-Year) No. 591.88157.603
1990-08-29JGB (2-Year) No. 581.63187.454
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