bonds / 5Y / JGB (5-Year) No. 163
Bond Information
| Name | JGB (5-Year) No. 163 |
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| ISIN | — |
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| Issue # | 163 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2023-11-15 |
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| Maturity | 2028-09-20 （Remaining 1.9y） |
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| Outstanding | ¥5.4T （2026-03-31・MOF） |
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| Total issued | ¥5.4T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d —／ total ¥591.7B（last 2026-09-04・BOJ） |
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| BOJ Holding | ¥4.5T（83.0%）（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 | 0.400 % |
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| Compound Yield | 0.3994 % |
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| Accrued Interest | 0.041644 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.89 |
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| Macaulay Duration | 1.89 |
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| DV01 | — |
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| Convexity | 4.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| 2028-03-20 | coupon | 0.200 |
| 2028-09-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.9y) | 1.848 % → ref. price 97.309 |
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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 | 1.290 | 98.553 | 0.101 | +1.38% | +5.53% |
| -25bp | 1.540 | 98.152 | 0.101 | +0.97% | +3.88% |
| Unchanged (roll-down) | 1.790 | 97.753 | 0.101 | +0.56% | +2.24% |
| +25bp | 2.040 | 97.356 | 0.101 | +0.15% | +0.61% |
| +50bp | 2.290 | 96.961 | 0.101 | -0.25% | -1.01% |
| 6m 2027-04-28 | -50bp | 1.234 | 98.844 | 0.201 | +1.78% | +3.57% |
| -25bp | 1.484 | 98.501 | 0.201 | +1.43% | +2.86% |
| Unchanged (roll-down) | 1.734 | 98.160 | 0.201 | +1.08% | +2.16% |
| +25bp | 1.984 | 97.821 | 0.201 | +0.73% | +1.47% |
| +50bp | 2.234 | 97.483 | 0.201 | +0.39% | +0.77% |
| 12m 2027-10-28 | -50bp | 1.142 | 99.338 | 0.400 | +2.49% | +2.49% |
| -25bp | 1.392 | 99.116 | 0.400 | +2.27% | +2.27% |
| Unchanged (roll-down) | 1.642 | 98.896 | 0.400 | +2.04% | +2.04% |
| +25bp | 1.892 | 98.676 | 0.400 | +1.82% | +1.82% |
| +50bp | 2.142 | 98.457 | 0.400 | +1.59% | +1.59% |