bonds / 5Y / JGB (5-Year) No. 159
Bond Information
| Name | JGB (5-Year) No. 159 |
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| ISIN | — |
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| Issue # | 159 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2023-07-12 |
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| Maturity | 2028-06-20 （Remaining 1.8y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| Total issued | ¥2.8T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d —／ total ¥30.7B（last 2026-06-23・BOJ） |
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| BOJ Holding | ¥1.8T（65.0%）（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 | 0.100 % |
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| Compound Yield | 0.0998 % |
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| Accrued Interest | 0.023288 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.77 |
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| Macaulay Duration | 1.77 |
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| DV01 | — |
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| Convexity | 4.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.050 |
| 2027-06-20 | coupon | 0.050 |
| 2027-12-20 | coupon | 0.050 |
| 2028-06-20 | coupon + redemption | 100.050 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2023-07-11 | new | 4.68 | 0 | 0.132 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.8y) | 1.760 % → ref. price 97.120 |
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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 | 1.192 | 98.359 | 0.025 | +1.30% | +5.21% |
| -25bp | 1.442 | 97.989 | 0.025 | +0.92% | +3.68% |
| Unchanged (roll-down) | 1.692 | 97.620 | 0.025 | +0.54% | +2.16% |
| +25bp | 1.942 | 97.253 | 0.025 | +0.16% | +0.65% |
| +50bp | 2.192 | 96.888 | 0.025 | -0.21% | -0.85% |
| 6m 2027-03-13 | -50bp | 1.124 | 98.708 | 0.049 | +1.69% | +3.37% |
| -25bp | 1.374 | 98.396 | 0.049 | +1.36% | +2.73% |
| Unchanged (roll-down) | 1.624 | 98.085 | 0.049 | +1.04% | +2.09% |
| +25bp | 1.874 | 97.776 | 0.049 | +0.73% | +1.45% |
| +50bp | 2.124 | 97.469 | 0.049 | +0.41% | +0.82% |
| 12m 2027-09-13 | -50bp | 1.050 | 99.273 | 0.100 | +2.32% | +2.32% |
| -25bp | 1.300 | 99.084 | 0.100 | +2.12% | +2.12% |
| Unchanged (roll-down) | 1.550 | 98.895 | 0.100 | +1.93% | +1.93% |
| +25bp | 1.800 | 98.706 | 0.100 | +1.74% | +1.74% |
| +50bp | 2.050 | 98.518 | 0.100 | +1.54% | +1.54% |