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 1.8y） |
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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 2026-08-31・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 | 0.1997 % |
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| Accrued Interest | 0.046575 (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 | 0.100 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.8y) | 1.760 % → ref. price 97.293 |
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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 | 98.509 | 0.050 | +1.30% | +5.20% |
| -25bp | 1.442 | 98.138 | 0.050 | +0.92% | +3.68% |
| Unchanged (roll-down) | 1.692 | 97.769 | 0.050 | +0.54% | +2.16% |
| +25bp | 1.942 | 97.402 | 0.050 | +0.16% | +0.65% |
| +50bp | 2.192 | 97.037 | 0.050 | -0.21% | -0.85% |
| 6m 2027-03-13 | -50bp | 1.124 | 98.834 | 0.099 | +1.68% | +3.37% |
| -25bp | 1.374 | 98.521 | 0.099 | +1.36% | +2.73% |
| Unchanged (roll-down) | 1.624 | 98.211 | 0.099 | +1.04% | +2.09% |
| +25bp | 1.874 | 97.901 | 0.099 | +0.73% | +1.45% |
| +50bp | 2.124 | 97.593 | 0.099 | +0.41% | +0.82% |
| 12m 2027-09-13 | -50bp | 1.050 | 99.350 | 0.200 | +2.32% | +2.32% |
| -25bp | 1.300 | 99.160 | 0.200 | +2.12% | +2.12% |
| Unchanged (roll-down) | 1.550 | 98.970 | 0.200 | +1.93% | +1.93% |
| +25bp | 1.800 | 98.782 | 0.200 | +1.73% | +1.73% |
| +50bp | 2.050 | 98.594 | 0.200 | +1.54% | +1.54% |