overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1991-12-03

Official Result (MOF)

Auction Date1991-12-03
Issue Date1991-12-20
IssueJGB (2-Year) No. 73(new)
Coupon (%)5.2%
Maturity1993-12-20
Methodprice conventional
Offering¥200B
Competitive Bids¥488.5B
Accepted Amount¥207.5B
Lowest Accepted Price100.01(5.194%)
Weighted Avg Price100.07(5.156%)
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/Cover2.352.552.111.493.34+0.43
Tail (sen)636215-0.05
Non-competitive take-up0.0%0.0%
GradeC (score +0.24)(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)3.82.1

Same-tenor Auction History

2.003.001990-121991-041991-071991-12
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1991-12-03JGB (2-Year) No. 732.3565.156
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