Official Result (MOF)
| Auction Date | 1994-02-15 |
|---|
| Issue Date | 1994-02-28 |
|---|
| Issue | JGB (6-Year) No. 2(new) |
|---|
| Coupon (%) | 3.3% |
|---|
| Maturity | 2000-02-21 |
|---|
| Method | price conventional |
|---|
| Offering | ¥300B |
|---|
| Competitive Bids | ¥955.7B |
|---|
| Accepted Amount | ¥303.8B |
|---|
| Lowest Accepted Price | 100.12(3.276%) |
|---|
| Weighted Avg Price | 100.22(3.255%) |
|---|
| 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 | 3.15 | — | — | — | — | — |
| Tail (sen) | 10 | — | — | — | — | — |
| Non-competitive take-up | 0.0% | — | |
| Grade | — | (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) | 2.1 | — |
Same-tenor Auction History
| Auction Date | Issue | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 1994-02-15 | JGB (6-Year) No. 2 | 3.15 | 10 | 3.255 |