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 1.5y） |
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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 ¥4.9B／ total ¥275.1B（last 2026-08-25・BOJ） |
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| BOJ Holding | ¥1.8T（68.0%）（as of 2026-08-31・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 | 0.1996 % |
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| Accrued Interest | 0.096986 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.51 |
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| Macaulay Duration | 1.51 |
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| DV01 | — |
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| Convexity | 3.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.100 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.5y) | 1.691 % → ref. price 97.774 |
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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 2026-12-13 | -50bp | 1.123 | 98.841 | -0.051 | +1.04% | +4.15% |
| -25bp | 1.373 | 98.530 | -0.051 | +0.72% | +2.88% |
| Unchanged (roll-down) | 1.623 | 98.221 | -0.051 | +0.40% | +1.62% |
| +25bp | 1.873 | 97.913 | -0.051 | +0.09% | +0.36% |
| +50bp | 2.123 | 97.606 | -0.051 | -0.22% | -0.90% |
| 6m 2027-03-13 | -50bp | 1.056 | 99.133 | 0.098 | +1.49% | +2.98% |
| -25bp | 1.306 | 98.881 | 0.098 | +1.23% | +2.46% |
| Unchanged (roll-down) | 1.556 | 98.631 | 0.098 | +0.98% | +1.95% |
| +25bp | 1.806 | 98.382 | 0.098 | +0.72% | +1.44% |
| +50bp | 2.056 | 98.133 | 0.098 | +0.47% | +0.93% |
| 12m 2027-09-13 | -50bp | 1.050 | 99.562 | 0.200 | +2.03% | +2.03% |
| -25bp | 1.300 | 99.434 | 0.200 | +1.90% | +1.90% |
| Unchanged (roll-down) | 1.550 | 99.306 | 0.200 | +1.77% | +1.77% |
| +25bp | 1.800 | 99.179 | 0.200 | +1.64% | +1.64% |
| +50bp | 2.050 | 99.052 | 0.200 | +1.51% | +1.51% |