Official Result (MOF)
| Auction Date | 1993-12-02 |
|---|
| Issue Date | 1993-12-20 |
|---|
| Issue | JGB (2-Year) No. 95(new) |
|---|
| Coupon (%) | 1.8% |
|---|
| Maturity | 1995-12-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥150B |
|---|
| Competitive Bids | ¥295.1B |
|---|
| Accepted Amount | ¥160.6B |
|---|
| Lowest Accepted Price | 100.01(1.794%) |
|---|
| Weighted Avg Price | 100.12(1.735%) |
|---|
| 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 | 1.84 | 3.04 | 1.81 | 1.13 | 3.04 | +0.05 |
| Tail (sen) | 11 | 2 | 8 | 2 | 23 | +0.53 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | C (score -0.24) | (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) | 5.9 | 1.4 |
Same-tenor Auction History