bonds / 5Y / JGB (5-Year) No. 155
Bond Information
| Name | JGB (5-Year) No. 155 |
|---|
| ISIN | — |
|---|
| Issue # | 155 |
|---|
| Coupon (%) | 0.3% semi-annual |
|---|
| Issue Date | 2023-01-16 |
|---|
| Maturity | 2027-12-20 （Remaining 1.1y） |
|---|
| Outstanding | ¥3.1T （2026-03-31・MOF） |
|---|
| Total issued | ¥3T （annual report, FY-end） |
|---|
| Statutory basis | 特例借換前倒 |
|---|
| SLF usage | last 30d ¥5.4B／ total ¥65.7B（last 2026-10-09・BOJ） |
|---|
| BOJ Holding | ¥2.2T（70.1%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.300 % |
|---|
| Compound Yield | 0.2996 % |
|---|
| Accrued Interest | 0.106849 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 1.14 |
|---|
| Macaulay Duration | 1.14 |
|---|
| DV01 | — |
|---|
| Convexity | 1.9 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.150 |
| 2027-06-20 | coupon | 0.150 |
| 2027-12-20 | coupon + redemption | 100.150 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2023-01-13 | new | 3.66 | 3 | 0.393 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.1y) | 1.675 % → ref. price 98.446 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 1.142 | 99.254 | -0.075 | +0.74% | +2.98% |
| -25bp | 1.392 | 99.034 | -0.075 | +0.52% | +2.08% |
| Unchanged (roll-down) | 1.642 | 98.815 | -0.075 | +0.30% | +1.19% |
| +25bp | 1.892 | 98.597 | -0.075 | +0.08% | +0.31% |
| +50bp | 2.142 | 98.379 | -0.075 | -0.14% | -0.58% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.459 | 0.149 | +1.18% | +2.36% |
| -25bp | 1.392 | 99.300 | 0.149 | +1.02% | +2.03% |
| Unchanged (roll-down) | 1.642 | 99.140 | 0.149 | +0.86% | +1.71% |
| +25bp | 1.892 | 98.982 | 0.149 | +0.69% | +1.39% |
| +50bp | 2.142 | 98.823 | 0.149 | +0.53% | +1.07% |
| 12m 2027-10-28 | -50bp | 1.142 | 99.878 | 0.300 | +1.76% | +1.76% |
| -25bp | 1.392 | 99.842 | 0.300 | +1.72% | +1.72% |
| Unchanged (roll-down) | 1.642 | 99.806 | 0.300 | +1.68% | +1.68% |
| +25bp | 1.892 | 99.770 | 0.300 | +1.65% | +1.65% |
| +50bp | 2.142 | 99.734 | 0.300 | +1.61% | +1.61% |