overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 4Y / 1995-01-24

Official Result (MOF)

Auction Date1995-01-24
Issue Date1995-02-20
IssueJGB (4-Year) No. 32(new)
Coupon (%)3.7%
Maturity1999-02-22
Methodprice conventional
Offering¥400B
Competitive Bids¥1.5T
Accepted Amount¥431.1B
Lowest Accepted Price100.10(3.671%)
Weighted Avg Price100.13(3.660%)
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/Cover3.433.572.101.064.27+1.43
Tail (sen)3414446-0.89
Non-competitive take-up0.0%0.0%
GradeA (score +1.16)(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)1.11.4

Same-tenor Auction History

2.004.001987-041994-011994-071995-01
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1995-01-24JGB (4-Year) No. 323.4333.660
1994-11-15JGB (4-Year) No. 313.5743.893
1994-10-04JGB (4-Year) No. 302.4873.854
1994-08-31JGB (4-Year) No. 301.61194.019
1994-07-13JGB (4-Year) No. 292.6243.089
1994-04-12JGB (4-Year) No. 291.41213.336
1994-02-24JGB (4-Year) No. 281.06463.137
1994-02-09JGB (4-Year) No. 271.7272.796
1994-01-11JGB (4-Year) No. 261.4682.257
1993-12-08JGB (4-Year) No. 261.8262.183
1993-11-10JGB (4-Year) No. 254.2772.308
1988-05-10JGB (4-Year) No. 241.29273.990
1987-04-07JGB (4-Year) No. 231.8893.714