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auctions / 2Y / 1995-03-30

Official Result (MOF)

Auction Date1995-03-30
Issue Date1995-04-20
IssueJGB (2-Year) No. 111(new)
Coupon (%)2.1%
Maturity1997-04-21
Methodprice conventional
Offering¥150B
Competitive Bids¥754B
Accepted Amount¥181.3B
Lowest Accepted Price99.99(2.105%)
Weighted Avg Price100.00(2.099%)
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/Cover4.162.162.431.266.62+1.26
Tail (sen)167021-1.18
Non-competitive take-up0.0%0.0%
GradeA (score +1.22)(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)0.63.7

Same-tenor Auction History

2.004.006.001994-041994-081994-121995-03
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1995-03-30JGB (2-Year) No. 1114.1612.099
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