Official Result (MOF)
| Auction Date | 1995-07-27 |
|---|
| Issue Date | 1995-08-21 |
|---|
| Issue | JGB (2-Year) No. 115(new) |
|---|
| Coupon (%) | 1.1% |
|---|
| Maturity | 1997-08-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥150B |
|---|
| Competitive Bids | ¥587B |
|---|
| Accepted Amount | ¥156.5B |
|---|
| Lowest Accepted Price | 100.09(1.054%) |
|---|
| Weighted Avg Price | 100.11(1.043%) |
|---|
| 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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 3.75 | 1.97 | 2.22 | 1.26 | 4.16 | +1.91 |
| Tail (sen) | 2 | 7 | 7 | 1 | 21 | -0.89 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | A (score +1.40) | (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) | 1.1 | 3.7 |
Same-tenor Auction History