Official Result (MOF)
| Auction Date | 1992-05-12 |
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| Issue Date | 1992-05-25 |
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| Issue | JGB (2-Year) No. 77（new） |
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| Coupon (%) | 3.8% |
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| Maturity | 1994-05-20 |
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| Method | price conventional |
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| Offering | ¥100B |
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| Competitive Bids | ¥98.3B |
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| Accepted Amount | ¥83.9B |
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| Lowest Accepted Price | 99.50（4.071%） |
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| Weighted Avg Price | 99.63（3.997%） |
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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 | 1.17 | 2.12 | 2.30 | 1.49 | 3.99 | -1.72 |
| Tail (sen) | 13 | 17 | 7 | 3 | 17 | +1.57 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | E (score -1.65) | (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) | 7.4 | 9.6 |
Same-tenor Auction History