overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
auctions / 6Y / 1995-10-03

Official Result (MOF)

Auction Date1995-10-03
Issue Date1995-10-20
IssueJGB (6-Year) No. 12(new)
Coupon (%)1.9%
Maturity2001-10-22
Methodprice conventional
Offering¥600B
Competitive Bids¥1.9T
Accepted Amount¥600.9B
Lowest Accepted Price100.13(1.875%)
Weighted Avg Price100.20(1.861%)
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/Cover3.132.543.101.474.37+0.04
Tail (sen)7710238-0.26
Non-competitive take-up0.0%0.0%
GradeC (score +0.15)(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)1.41.5

Same-tenor Auction History

2.003.004.001994-021994-081995-041995-10
Auction DateIssueBid/CoverTail (sen)Avg Yield (%)
1995-10-03JGB (6-Year) No. 123.1371.861
1995-08-01JGB (6-Year) No. 112.5471.981
1995-05-30JGB (6-Year) No. 103.8932.349
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