Official Result (MOF)
| Auction Date | 1992-04-09 |
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| Issue Date | 1992-04-20 |
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| Issue | JGB (2-Year) No. 76（new） |
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| Coupon (%) | 3.7% |
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| Maturity | 1994-04-20 |
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| Method | price conventional |
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| Offering | ¥100B |
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| Competitive Bids | ¥218.5B |
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| Accepted Amount | ¥103.3B |
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| Lowest Accepted Price | 99.61（3.909%） |
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| Weighted Avg Price | 99.78（3.813%） |
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| Allotment Ratio | — |
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| Non-competitive I | — |
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| Non-competitive II | — |
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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 | 2.12 | 2.23 | 2.40 | 1.49 | 3.99 | -0.40 |
| Tail (sen) | 17 | 11 | 6 | 2 | 11 | +4.50 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | E (score -2.45) | (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) | 9.6 | 6.4 |
Same-tenor Auction History