Official Result (MOF)
| Auction Date | 1992-10-06 |
|---|
| Issue Date | 1992-10-20 |
|---|
| Issue | JGB (2-Year) No. 82（new） |
|---|
| Coupon (%) | 3.7% |
|---|
| Maturity | 1994-10-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥100B |
|---|
| Competitive Bids | ¥243.3B |
|---|
| Accepted Amount | ¥112.4B |
|---|
| Lowest Accepted Price | 100.00（3.700%） |
|---|
| Weighted Avg Price | 100.02（3.688%） |
|---|
| 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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.16 | 1.62 | 2.53 | 1.17 | 3.99 | -0.49 |
| Tail (sen) | 2 | 6 | 8 | 2 | 17 | -1.42 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | B (score +0.46) | (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) | 1.2 | 3.4 |
Same-tenor Auction History