bonds / 5Y / JGB (5-Year) No. 160
Bond Information
| Name | JGB (5-Year) No. 160 |
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| ISIN | — |
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| Issue # | 160 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2023-08-16 |
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| Maturity | 2028-06-20 （Remaining 1.7y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| Total issued | ¥2.5T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d —／ total ¥294.6B（last 2025-12-09・BOJ） |
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| BOJ Holding | ¥1.8T（73.5%）（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 | 0.1997 % |
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| Accrued Interest | 0.071233 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.64 |
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| Macaulay Duration | 1.64 |
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| DV01 | — |
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| Convexity | 3.5 |
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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 | 0.100 |
| 2027-06-20 | coupon | 0.100 |
| 2027-12-20 | coupon | 0.100 |
| 2028-06-20 | coupon + redemption | 100.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2023-08-15 | new | 3.35 | 3 | 0.189 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.6y) | 1.790 % → ref. price 97.430 |
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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 | 1.232 | 98.577 | -0.050 | +1.12% | +4.50% |
| -25bp | 1.482 | 98.236 | -0.050 | +0.78% | +3.10% |
| Unchanged (roll-down) | 1.732 | 97.897 | -0.050 | +0.43% | +1.71% |
| +25bp | 1.982 | 97.560 | -0.050 | +0.08% | +0.33% |
| +50bp | 2.232 | 97.224 | -0.050 | -0.26% | -1.05% |
| 6m 2027-04-28 | -50bp | 1.176 | 98.890 | 0.099 | +1.60% | +3.20% |
| -25bp | 1.426 | 98.609 | 0.099 | +1.31% | +2.62% |
| Unchanged (roll-down) | 1.676 | 98.329 | 0.099 | +1.02% | +2.05% |
| +25bp | 1.926 | 98.050 | 0.099 | +0.74% | +1.47% |
| +50bp | 2.176 | 97.772 | 0.099 | +0.45% | +0.90% |
| 12m 2027-10-28 | -50bp | 1.142 | 99.394 | 0.200 | +2.22% | +2.22% |
| -25bp | 1.392 | 99.235 | 0.200 | +2.06% | +2.06% |
| Unchanged (roll-down) | 1.642 | 99.076 | 0.200 | +1.89% | +1.89% |
| +25bp | 1.892 | 98.917 | 0.200 | +1.73% | +1.73% |
| +50bp | 2.142 | 98.759 | 0.200 | +1.57% | +1.57% |