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auctions / 2Y / 1992-07-29

Official Result (MOF)

Auction Date1992-07-29
Issue Date1992-08-20
IssueJGB (2-Year) No. 80(new)
Coupon (%)4%
Maturity1994-08-22
Methodprice conventional
Offering¥100B
Competitive Bids¥416.2B
Accepted Amount¥152.1B
Lowest Accepted Price100.27(3.855%)
Weighted Avg Price100.36(3.801%)
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/Cover2.743.012.471.173.99+0.36
Tail (sen)928217+0.30
Non-competitive take-up0.0%0.0%
GradeC (score +0.03)(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)5.41.6

Same-tenor Auction History

2.003.004.001991-071991-111992-041992-07
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1992-07-29JGB (2-Year) No. 802.7493.801
1992-06-30JGB (2-Year) No. 793.0124.294
1992-06-03JGB (2-Year) No. 783.4094.504
1992-05-12JGB (2-Year) No. 771.17133.997
1992-04-09JGB (2-Year) No. 762.12173.813
1992-03-03JGB (2-Year) No. 752.23113.603
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