bonds / 5Y / JGB (5-Year) No. 161
Bond Information
| Name | JGB (5-Year) No. 161 |
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| ISIN | — |
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| Issue # | 161 |
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| Coupon (%) | 0.3% semi-annual |
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| Issue Date | 2023-09-13 |
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| Maturity | 2028-06-20 （Remaining 1.7y） |
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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 | 特例借換 |
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| SLF usage | last 30d —／ total ¥111.1B（last 2026-09-07・BOJ） |
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| BOJ Holding | ¥1.8T（63.9%）（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 | 0.300 % |
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| Compound Yield | 0.2995 % |
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| Accrued Interest | 0.106849 (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 | 0.150 |
| 2027-06-20 | coupon | 0.150 |
| 2027-12-20 | coupon | 0.150 |
| 2028-06-20 | coupon + redemption | 100.150 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2023-09-12 | new | 4.41 | 2 | 0.291 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.6y) | 1.790 % → ref. price 97.591 |
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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 | 98.714 | -0.075 | +1.07% | +4.29% |
| -25bp | 1.482 | 98.373 | -0.075 | +0.72% | +2.90% |
| Unchanged (roll-down) | 1.732 | 98.034 | -0.075 | +0.38% | +1.51% |
| +25bp | 1.982 | 97.697 | -0.075 | +0.03% | +0.12% |
| +50bp | 2.232 | 97.361 | -0.075 | -0.31% | -1.25% |
| 6m 2027-04-28 | -50bp | 1.176 | 99.004 | 0.149 | +1.60% | +3.20% |
| -25bp | 1.426 | 98.722 | 0.149 | +1.31% | +2.62% |
| Unchanged (roll-down) | 1.676 | 98.442 | 0.149 | +1.02% | +2.05% |
| +25bp | 1.926 | 98.162 | 0.149 | +0.74% | +1.47% |
| +50bp | 2.176 | 97.884 | 0.149 | +0.45% | +0.90% |
| 12m 2027-10-28 | -50bp | 1.142 | 99.458 | 0.300 | +2.22% | +2.22% |
| -25bp | 1.392 | 99.299 | 0.300 | +2.05% | +2.05% |
| Unchanged (roll-down) | 1.642 | 99.140 | 0.300 | +1.89% | +1.89% |
| +25bp | 1.892 | 98.981 | 0.300 | +1.73% | +1.73% |
| +50bp | 2.142 | 98.823 | 0.300 | +1.57% | +1.57% |