bonds / 5Y / JGB (5-Year) No. 158
Bond Information
| Name | JGB (5-Year) No. 158 |
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| ISIN | — |
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| Issue # | 158 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2023-05-16 |
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| Maturity | 2028-03-20 （Remaining 1.4y） |
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| Outstanding | ¥5.5T （2026-03-31・MOF） |
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| Total issued | ¥5.5T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d —／ total ¥61.1B（last 2026-04-16・BOJ） |
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| BOJ Holding | ¥4T（73.3%）（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 | 0.100 % |
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| Compound Yield | 0.1001 % |
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| Accrued Interest | 0.010411 (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 | 0.050 |
| 2027-09-20 | coupon | 0.050 |
| 2028-03-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.4y) | 1.733 % → ref. price 97.760 |
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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 | 98.784 | 0.025 | +1.07% | +4.29% |
| -25bp | 1.425 | 98.504 | 0.025 | +0.79% | +3.15% |
| Unchanged (roll-down) | 1.675 | 98.226 | 0.025 | +0.50% | +2.01% |
| +25bp | 1.925 | 97.948 | 0.025 | +0.22% | +0.87% |
| +50bp | 2.175 | 97.672 | 0.025 | -0.06% | -0.26% |
| 6m 2027-04-28 | -50bp | 1.142 | 99.074 | 0.050 | +1.39% | +2.79% |
| -25bp | 1.392 | 98.854 | 0.050 | +1.17% | +2.34% |
| Unchanged (roll-down) | 1.642 | 98.634 | 0.050 | +0.95% | +1.89% |
| +25bp | 1.892 | 98.415 | 0.050 | +0.72% | +1.44% |
| +50bp | 2.142 | 98.197 | 0.050 | +0.50% | +1.00% |
| 12m 2027-10-28 | -50bp | 1.142 | 99.591 | 0.100 | +1.97% | +1.97% |
| -25bp | 1.392 | 99.494 | 0.100 | +1.88% | +1.88% |
| Unchanged (roll-down) | 1.642 | 99.396 | 0.100 | +1.78% | +1.78% |
| +25bp | 1.892 | 99.299 | 0.100 | +1.68% | +1.68% |
| +50bp | 2.142 | 99.202 | 0.100 | +1.58% | +1.58% |