Official Result (MOF)
| Auction Date | 1999-06-24 |
|---|
| Issue Date | 1999-07-21 |
|---|
| Issue | JGB (2-Year) No. 162（new） |
|---|
| Coupon (%) | 0.3% |
|---|
| Maturity | 2001-07-23 |
|---|
| Method | price conventional |
|---|
| Offering | ¥600B |
|---|
| Competitive Bids | ¥1.7T |
|---|
| Accepted Amount | ¥585.3B |
|---|
| Lowest Accepted Price | 99.74（0.430%） |
|---|
| Weighted Avg Price | 99.77（0.415%） |
|---|
| 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 | 2.97 | 4.51 | 4.07 | 1.95 | 5.99 | -0.93 |
| Tail (sen) | 3 | 2 | 3 | 1 | 8 | -0.26 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | D (score -0.34) | (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) | 1.5 | 1.0 |
Same-tenor Auction History