Official Result (MOF)
| Auction Date | 1996-10-24 |
|---|
| Issue Date | 1996-11-20 |
|---|
| Issue | JGB (2-Year) No. 130（new） |
|---|
| Coupon (%) | 0.8% |
|---|
| Maturity | 1998-11-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥120B |
|---|
| Competitive Bids | ¥436.8B |
|---|
| Accepted Amount | ¥119B |
|---|
| Lowest Accepted Price | 99.90（0.850%） |
|---|
| Weighted Avg Price | 99.93（0.830%） |
|---|
| 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 | 3.67 | 1.98 | 2.41 | 1.82 | 3.19 | +3.22 |
| Tail (sen) | 3 | 6 | 5 | 2 | 9 | -0.72 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | A (score +1.97) | (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) | 2.0 | 3.0 |
Same-tenor Auction History