Official Result (MOF)
| Auction Date | 1995-05-30 |
|---|
| Issue Date | 1995-06-20 |
|---|
| Issue | JGB (6-Year) No. 10(new) |
|---|
| Coupon (%) | 2.4% |
|---|
| Maturity | 2001-06-20 |
|---|
| Method | price conventional |
|---|
| Offering | ¥600B |
|---|
| Competitive Bids | ¥2.4T |
|---|
| Accepted Amount | ¥605B |
|---|
| Lowest Accepted Price | 100.23(2.356%) |
|---|
| Weighted Avg Price | 100.26(2.349%) |
|---|
| 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 | 3.89 | 3.83 | 3.07 | 1.47 | 4.37 | +0.88 |
| Tail (sen) | 3 | 5 | 11 | 2 | 38 | -0.69 |
| Non-competitive take-up | 0.0% | 0.0% | |
| Grade | B (score +0.78) | (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) | 0.7 | 1.1 |
Same-tenor Auction History