overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 2Y / 1995-03-03

Official Result (MOF)

Auction Date1995-03-03
Issue Date1995-03-20
IssueJGB (2-Year) No. 110(new)
Coupon (%)2.6%
Maturity1997-03-20
Methodprice conventional
Offering¥100B
Competitive Bids¥227.9B
Accepted Amount¥105.6B
Lowest Accepted Price99.92(2.642%)
Weighted Avg Price99.98(2.605%)
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/Cover2.161.782.411.266.62-0.18
Tail (sen)678021-0.36
Non-competitive take-up0.0%0.0%
GradeC (score +0.09)(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)3.74.1

Same-tenor Auction History

2.004.006.001994-031994-071994-111995-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1995-03-03JGB (2-Year) No. 1102.1662.605
1995-02-02JGB (2-Year) No. 1091.7872.643
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