overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1991-11-07

Official Result (MOF)

Auction Date1991-11-07
Issue Date1991-11-20
IssueJGB (2-Year) No. 72(new)
Coupon (%)5.5%
Maturity1993-11-22
Methodprice conventional
Offering¥100B
Competitive Bids¥273.8B
Accepted Amount¥107.4B
Lowest Accepted Price99.80(5.610%)
Weighted Avg Price99.83(5.589%)
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/Cover2.552.092.061.493.34+0.88
Tail (sen)357215-1.14
Non-competitive take-up0.0%0.0%
GradeA (score +1.01)(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)2.13.2

Same-tenor Auction History

2.003.001990-101991-031991-071991-11
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1991-11-07JGB (2-Year) No. 722.5535.589
1991-10-08JGB (2-Year) No. 712.0955.762
1991-08-28JGB (2-Year) No. 703.0356.114
1991-07-30JGB (2-Year) No. 692.1256.436
1991-07-03JGB (2-Year) No. 681.5896.619
1991-05-29JGB (2-Year) No. 671.7166.489
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