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 1.5y） |
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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 2026-08-31・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 | 0.100 % |
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| Compound Yield | 0.0998 % |
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| Accrued Interest | 0.048493 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.52 |
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| Macaulay Duration | 1.52 |
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| DV01 | — |
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| Convexity | 3.1 |
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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 | 0.050 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.5y) | 1.691 % → ref. price 97.625 |
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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 | 98.715 | -0.025 | +1.09% | +4.36% |
| -25bp | 1.373 | 98.405 | -0.025 | +0.77% | +3.09% |
| Unchanged (roll-down) | 1.623 | 98.096 | -0.025 | +0.46% | +1.82% |
| +25bp | 1.873 | 97.788 | -0.025 | +0.14% | +0.56% |
| +50bp | 2.123 | 97.481 | -0.025 | -0.17% | -0.69% |
| 6m 2027-03-13 | -50bp | 1.056 | 99.031 | 0.049 | +1.49% | +2.98% |
| -25bp | 1.306 | 98.780 | 0.049 | +1.23% | +2.47% |
| Unchanged (roll-down) | 1.556 | 98.530 | 0.049 | +0.98% | +1.95% |
| +25bp | 1.806 | 98.281 | 0.049 | +0.72% | +1.44% |
| +50bp | 2.056 | 98.032 | 0.049 | +0.47% | +0.93% |
| 12m 2027-09-13 | -50bp | 1.050 | 99.511 | 0.100 | +2.03% | +2.03% |
| -25bp | 1.300 | 99.383 | 0.100 | +1.90% | +1.90% |
| Unchanged (roll-down) | 1.550 | 99.255 | 0.100 | +1.77% | +1.77% |
| +25bp | 1.800 | 99.128 | 0.100 | +1.64% | +1.64% |
| +50bp | 2.050 | 99.001 | 0.100 | +1.51% | +1.51% |