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 1.8y） |
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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 | 特例借換 |
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| SLF usage | last 30d ¥200M／ total ¥111.1B（last 2026-09-07・BOJ） |
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| BOJ Holding | ¥1.8T（63.9%）（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 | 0.300 % |
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| Compound Yield | 0.2995 % |
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| Accrued Interest | 0.069863 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.76 |
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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 | 0.150 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.8y) | 1.760 % → ref. price 97.466 |
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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 | 98.659 | 0.075 | +1.30% | +5.20% |
| -25bp | 1.442 | 98.288 | 0.075 | +0.92% | +3.68% |
| Unchanged (roll-down) | 1.692 | 97.919 | 0.075 | +0.54% | +2.16% |
| +25bp | 1.942 | 97.551 | 0.075 | +0.16% | +0.65% |
| +50bp | 2.192 | 97.185 | 0.075 | -0.21% | -0.85% |
| 6m 2027-03-13 | -50bp | 1.124 | 98.960 | 0.148 | +1.68% | +3.37% |
| -25bp | 1.374 | 98.647 | 0.148 | +1.36% | +2.73% |
| Unchanged (roll-down) | 1.624 | 98.336 | 0.148 | +1.04% | +2.09% |
| +25bp | 1.874 | 98.026 | 0.148 | +0.73% | +1.45% |
| +50bp | 2.124 | 97.718 | 0.148 | +0.41% | +0.82% |
| 12m 2027-09-13 | -50bp | 1.050 | 99.426 | 0.300 | +2.32% | +2.32% |
| -25bp | 1.300 | 99.236 | 0.300 | +2.12% | +2.12% |
| Unchanged (roll-down) | 1.550 | 99.046 | 0.300 | +1.93% | +1.93% |
| +25bp | 1.800 | 98.858 | 0.300 | +1.73% | +1.73% |
| +50bp | 2.050 | 98.669 | 0.300 | +1.54% | +1.54% |