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auctions / 2Y / 1990-10-30

Official Result (MOF)

Auction Date1990-10-30
Issue Date1990-11-20
IssueJGB (2-Year) No. 60(new)
Coupon (%)7.2%
Maturity1992-11-20
Methodprice conventional
Offering¥200B
Competitive Bids¥478B
Accepted Amount¥250.1B
Lowest Accepted Price100.12(7.131%)
Weighted Avg Price100.19(7.087%)
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/Cover1.911.882.121.433.74-0.31
Tail (sen)71512232-0.56
Non-competitive take-up0.0%0.0%
GradeC (score +0.12)(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)4.49.1

Same-tenor Auction History

2.003.001989-081990-011990-071990-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1990-10-30JGB (2-Year) No. 601.9177.087
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