Official Result (MOF)
| Auction Date | 1991-05-29 |
|---|
| Issue Date | 1991-06-20 |
|---|
| Issue | JGB (2-Year) No. 67（new） |
|---|
| Coupon (%) | 6.4% |
|---|
| Maturity | 1993-06-21 |
|---|
| Method | price conventional |
|---|
| Offering | ¥100B |
|---|
| Competitive Bids | ¥177.1B |
|---|
| Accepted Amount | ¥103.4B |
|---|
| Lowest Accepted Price | 99.78（6.524%） |
|---|
| Weighted Avg Price | 99.84（6.489%） |
|---|
| 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 | 1.71 | 2.28 | 2.11 | 1.49 | 3.74 | -0.58 |
| Tail (sen) | 6 | 6 | 9 | 2 | 18 | -0.54 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (score -0.02) | (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) | 3.5 | 3.6 |
Same-tenor Auction History