overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1991-04-26

Official Result (MOF)

Auction Date1991-04-26
Issue Date1991-05-20
IssueJGB (2-Year) No. 66(new)
Coupon (%)6.4%
Maturity1993-05-20
Methodprice conventional
Offering¥100B
Competitive Bids¥230.9B
Accepted Amount¥101.1B
Lowest Accepted Price99.80(6.512%)
Weighted Avg Price99.86(6.476%)
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/Cover2.281.492.171.493.74+0.16
Tail (sen)688218-0.49
Non-competitive take-up0.0%0.0%
GradeB (score +0.33)(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)3.64.7

Same-tenor Auction History

2.003.001990-041990-081991-011991-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1991-04-26JGB (2-Year) No. 662.2866.476
1991-04-09JGB (2-Year) No. 651.4986.409
1991-03-07JGB (2-Year) No. 643.3426.502
1991-02-06JGB (2-Year) No. 631.7756.678
1991-01-18JGB (2-Year) No. 621.54156.665
1990-12-04JGB (2-Year) No. 611.7956.810
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