overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1994-02-02

Official Result (MOF)

Auction Date1994-02-02
Issue Date1994-02-21
IssueJGB (2-Year) No. 97(new)
Coupon (%)2.2%
Maturity1996-02-20
Methodprice conventional
Offering¥100B
Competitive Bids¥208.6B
Accepted Amount¥100.3B
Lowest Accepted Price99.72(2.346%)
Weighted Avg Price99.82(2.292%)
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/Cover2.081.261.761.133.04+0.60
Tail (sen)102010223+0.05
Non-competitive take-up0.0%0.0%
GradeC (score +0.27)(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)5.410.8

Same-tenor Auction History

2.003.001993-011993-051993-101994-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1994-02-02JGB (2-Year) No. 972.08102.292
1994-01-13JGB (2-Year) No. 961.26201.874
1993-12-02JGB (2-Year) No. 951.84111.735
1993-11-02JGB (2-Year) No. 943.0422.212
1993-10-13JGB (2-Year) No. 931.8392.250
1993-08-31JGB (2-Year) No. 922.2962.658
1993-07-27JGB (2-Year) No. 911.4942.775
1993-06-29JGB (2-Year) No. 901.8252.875
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