overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1993-05-27

Official Result (MOF)

Auction Date1993-05-27
Issue Date1993-06-21
IssueJGB (2-Year) No. 89(new)
Coupon (%)2.9%
Maturity1995-06-20
Methodprice conventional
Offering¥100B
Competitive Bids¥106.2B
Accepted Amount¥94B
Lowest Accepted Price99.55(3.139%)
Weighted Avg Price99.78(3.015%)
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/Cover1.131.182.021.173.40-1.27
Tail (sen)23157215+3.97
Non-competitive take-up0.0%0.0%
GradeE (score -2.62)(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)12.48.1

Same-tenor Auction History

2.003.001992-051992-091993-011993-05
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1993-05-27JGB (2-Year) No. 891.13233.015
1993-04-22JGB (2-Year) No. 881.18152.866
1993-04-06JGB (2-Year) No. 871.31112.824
1993-02-09JGB (2-Year) No. 861.8452.853
1993-01-12JGB (2-Year) No. 852.1553.085
1992-12-01JGB (2-Year) No. 842.2253.448
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