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auctions / 2Y / 1992-10-27

Official Result (MOF)

Auction Date1992-10-27
Issue Date1992-11-20
IssueJGB (2-Year) No. 83(new)
Coupon (%)3.6%
Maturity1994-11-21
Methodprice conventional
Offering¥150B
Competitive Bids¥217.7B
Accepted Amount¥149B
Lowest Accepted Price99.94(3.632%)
Weighted Avg Price100.00(3.598%)
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/Cover1.462.162.451.173.99-1.36
Tail (sen)628217-0.36
Non-competitive take-up0.0%0.0%
GradeD (score -0.50)(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)3.41.2

Same-tenor Auction History

2.003.004.001991-101992-031992-061992-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1992-10-27JGB (2-Year) No. 831.4663.598
1992-10-06JGB (2-Year) No. 822.1623.688
1992-09-03JGB (2-Year) No. 811.6263.692
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