overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1995-01-12

Official Result (MOF)

Auction Date1995-01-12
Issue Date1995-01-25
IssueJGB (2-Year) No. 108(new)
Coupon (%)2.6%
Maturity1997-01-20
Methodprice conventional
Offering¥100B
Competitive Bids¥298.8B
Accepted Amount¥134.6B
Lowest Accepted Price100.06(2.568%)
Weighted Avg Price100.09(2.548%)
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/Cover2.221.972.351.266.62-0.10
Tail (sen)3310021-1.06
Non-competitive take-up0.0%0.0%
GradeB (score +0.48)(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)2.01.6

Same-tenor Auction History

2.004.006.001994-011994-051994-091995-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1995-01-12JGB (2-Year) No. 1082.2232.548
1994-12-08JGB (2-Year) No. 1071.9732.736
1994-11-17JGB (2-Year) No. 1062.13112.739
1994-10-12JGB (2-Year) No. 1051.26212.690
1994-09-13JGB (2-Year) No. 1041.4092.550
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