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auctions / 4Y / 1984-02-16

Official Result (MOF)

Auction Date1984-02-16
Issue Date1984-03-08
IssueJGB (4-Year) No. 15(new)
Coupon (%)6.4%
Maturity1988-03-21
Methodprice conventional
Offering¥135B
Competitive Bids¥272B
Accepted Amount¥134.2B
Lowest Accepted Price99.95(6.415%)
Weighted Avg Price100.08(6.374%)
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/Cover2.031.502.311.396.94-0.18
Tail (sen)132210422+0.55
Non-competitive take-up0.0%0.0%
GradeD (score -0.37)(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)4.17.4

Same-tenor Auction History

2.004.006.001980-061981-111983-051984-02
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1984-02-16JGB (4-Year) No. 152.03136.374
1983-10-05JGB (4-Year) No. 141.50226.982
1983-07-14JGB (4-Year) No. 131.8347.326
1983-05-19JGB (4-Year) No. 121.4277.439
1983-02-04JGB (4-Year) No. 103.28147.386
1982-11-15JGB (4-Year) No. 91.4388.145
1981-12-23JGB (4-Year) No. 81.5877.581
1981-11-11JGB (4-Year) No. 72.2347.886
1981-04-08JGB (4-Year) No. 61.3967.852
1981-01-12JGB (4-Year) No. 41.4348.437
1980-07-07JGB (4-Year) No. 32.3888.364
1980-06-02JGB (4-Year) No. 26.94218.087