overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1992-01-16

Official Result (MOF)

Auction Date1992-01-16
Issue Date1992-01-27
IssueJGB (2-Year) No. 74(new)
Coupon (%)4.4%
Maturity1994-01-20
Methodprice conventional
Offering¥100B
Competitive Bids¥399B
Accepted Amount¥100B
Lowest Accepted Price100.11(4.339%)
Weighted Avg Price100.19(4.291%)
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/Cover3.992.352.161.493.34+3.22
Tail (sen)866215+0.55
Non-competitive take-up0.0%0.0%
GradeA (score +1.34)(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)4.83.8

Same-tenor Auction History

2.003.004.001991-011991-041991-081992-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1992-01-16JGB (2-Year) No. 743.9984.291
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