overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 6Y / 1995-04-04

Official Result (MOF)

Auction Date1995-04-04
Issue Date1995-04-20
IssueJGB (6-Year) No. 9(new)
Coupon (%)3%
Maturity2001-04-20
Methodprice conventional
Offering¥500B
Competitive Bids¥1.9T
Accepted Amount¥498.8B
Lowest Accepted Price100.25(2.950%)
Weighted Avg Price100.30(2.939%)
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/Cover3.832.212.961.474.37+0.91
Tail (sen)5312238-0.56
Non-competitive take-up0.0%0.0%
GradeB (score +0.74)(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)1.10.8

Same-tenor Auction History

2.003.004.001994-021994-051994-121995-04
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1995-04-04JGB (6-Year) No. 93.8352.939
1995-02-08JGB (6-Year) No. 82.2134.112
1994-12-06JGB (6-Year) No. 73.1844.226
1994-11-01JGB (6-Year) No. 64.3764.370
1994-08-03JGB (6-Year) No. 51.47383.960
1994-05-11JGB (6-Year) No. 44.0023.497
1994-03-10JGB (6-Year) No. 32.37193.827
1994-02-15JGB (6-Year) No. 23.15103.255