Official Result (MOF)
| Auction Date | 1984-02-16 |
|---|
| Issue Date | 1984-03-08 |
|---|
| Issue | JGB (4-Year) No. 15(new) |
|---|
| Coupon (%) | 6.4% |
|---|
| Maturity | 1988-03-21 |
|---|
| Method | price conventional |
|---|
| Offering | ¥135B |
|---|
| Competitive Bids | ¥272B |
|---|
| Accepted Amount | ¥134.2B |
|---|
| Lowest Accepted Price | 99.95(6.415%) |
|---|
| Weighted Avg Price | 100.08(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
| This | Prev | avg (12) | min | max | z |
|---|
| Bid/Cover | 2.03 | 1.50 | 2.31 | 1.39 | 6.94 | -0.18 |
| Tail (sen) | 13 | 22 | 10 | 4 | 22 | +0.55 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | D (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) | 4.1 | 7.4 |
Same-tenor Auction History