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auctions / 2Y / 1995-11-28

Official Result (MOF)

Auction Date1995-11-28
Issue Date1995-12-20
IssueJGB (2-Year) No. 119(new)
Coupon (%)0.6%
Maturity1997-12-22
Methodprice conventional
Offering¥150B
Competitive Bids¥365.5B
Accepted Amount¥152.4B
Lowest Accepted Price100.06(0.569%)
Weighted Avg Price100.09(0.554%)
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/Cover2.402.802.791.784.75-0.41
Tail (sen)36417-0.65
Non-competitive take-up0.0%0.0%
GradeC (score +0.12)(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)1.53.2

Same-tenor Auction History

2.004.001994-121995-031995-071995-11
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1995-11-28JGB (2-Year) No. 1192.4030.554
1995-10-26JGB (2-Year) No. 1182.8060.568
1995-09-28JGB (2-Year) No. 1174.7530.754
1995-08-24JGB (2-Year) No. 1162.0971.211
1995-07-27JGB (2-Year) No. 1153.7521.043
1995-06-29JGB (2-Year) No. 1141.9771.170
1995-05-25JGB (2-Year) No. 1133.5531.449
1995-04-27JGB (2-Year) No. 1122.3441.702
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