overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1994-08-10

Official Result (MOF)

Auction Date1994-08-10
Issue Date1994-08-22
IssueJGB (2-Year) No. 103(new)
Coupon (%)2.4%
Maturity1996-08-20
Methodprice conventional
Offering¥100B
Competitive Bids¥176.1B
Accepted Amount¥101.7B
Lowest Accepted Price99.98(2.410%)
Weighted Avg Price100.02(2.386%)
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/Cover1.736.622.521.266.62-0.58
Tail (sen)458020-0.80
Non-competitive take-up0.0%0.0%
GradeC (score +0.11)(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)2.42.8

Same-tenor Auction History

2.004.006.001993-071993-121994-041994-08
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1994-08-10JGB (2-Year) No. 1031.7342.386
1994-07-07JGB (2-Year) No. 1026.6252.356
1994-06-02JGB (2-Year) No. 1012.2562.373
1994-05-18JGB (2-Year) No. 1003.4602.399
1994-04-19JGB (2-Year) No. 992.19132.516
1994-03-15JGB (2-Year) No. 981.90152.520
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