Official Result (MOF)
| Auction Date | 1993-08-31 |
|---|
| Issue Date | 1993-09-20 |
|---|
| Issue | JGB (2-Year) No. 92(new) |
|---|
| Coupon (%) | 2.7% |
|---|
| Maturity | 1995-09-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥100B |
|---|
| Competitive Bids | ¥274.4B |
|---|
| Accepted Amount | ¥120B |
|---|
| Lowest Accepted Price | 100.01(2.694%) |
|---|
| Weighted Avg Price | 100.07(2.658%) |
|---|
| 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 | 2.29 | 1.49 | 1.76 | 1.13 | 2.74 | +1.13 |
| Tail (sen) | 6 | 4 | 8 | 2 | 23 | -0.36 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | B (score +0.74) | (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) | 3.6 | 2.5 |
Same-tenor Auction History