bonds / 5Y / JGB (5-Year) No. 157
Bond Information
| Name | JGB (5-Year) No. 157 |
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| ISIN | — |
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| Issue # | 157 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2023-04-12 |
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| Maturity | 2028-03-20 （Remaining 1.4y） |
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| Outstanding | ¥2.7T （2026-03-31・MOF） |
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| Total issued | ¥2.7T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d —／ total ¥275.1B（last 2026-08-25・BOJ） |
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| BOJ Holding | ¥1.8T（68.0%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 0.200 % |
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| Compound Yield | 0.2002 % |
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| Accrued Interest | 0.020822 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.39 |
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| Macaulay Duration | 1.39 |
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| DV01 | — |
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| Convexity | 2.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.100 |
| 2027-09-20 | coupon | 0.100 |
| 2028-03-20 | coupon + redemption | 100.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2023-04-11 | new | 3.95 | 1 | 0.157 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.4y) | 1.733 % → ref. price 97.898 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2027-01-28 | -50bp | 1.175 | 98.897 | 0.050 | +1.07% | +4.29% |
| -25bp | 1.425 | 98.617 | 0.050 | +0.79% | +3.15% |
| Unchanged (roll-down) | 1.675 | 98.338 | 0.050 | +0.50% | +2.01% |
| +25bp | 1.925 | 98.061 | 0.050 | +0.22% | +0.87% |
| +50bp | 2.175 | 97.784 | 0.050 | -0.06% | -0.26% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.162 | 0.101 | +1.39% | +2.79% |
| -25bp | 1.392 | 98.942 | 0.101 | +1.17% | +2.34% |
| Unchanged (roll-down) | 1.642 | 98.722 | 0.101 | +0.94% | +1.89% |
| +25bp | 1.892 | 98.503 | 0.101 | +0.72% | +1.44% |
| +50bp | 2.142 | 98.285 | 0.101 | +0.50% | +1.00% |
| 12m 2027-10-28 | -50bp | 1.142 | 99.631 | 0.200 | +1.97% | +1.97% |
| -25bp | 1.392 | 99.533 | 0.200 | +1.87% | +1.87% |
| Unchanged (roll-down) | 1.642 | 99.436 | 0.200 | +1.77% | +1.77% |
| +25bp | 1.892 | 99.338 | 0.200 | +1.68% | +1.68% |
| +50bp | 2.142 | 99.241 | 0.200 | +1.58% | +1.58% |