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 2y） |
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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 ¥151.5B／ total ¥591.7B（last 2026-09-04・BOJ） |
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| BOJ Holding | ¥4.5T（83.0%）（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 | 0.400 % |
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| Compound Yield | 0.3986 % |
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| Accrued Interest | 0.193973 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.01 |
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| Macaulay Duration | 2.01 |
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| DV01 | — |
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| Convexity | 5.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.200 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.0y) | 1.826 % → ref. price 97.180 |
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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 | 1.261 | 98.495 | -0.102 | +1.25% | +4.98% |
| -25bp | 1.511 | 98.063 | -0.102 | +0.80% | +3.21% |
| Unchanged (roll-down) | 1.761 | 97.634 | -0.102 | +0.36% | +1.45% |
| +25bp | 2.011 | 97.208 | -0.102 | -0.08% | -0.30% |
| +50bp | 2.261 | 96.783 | -0.102 | -0.51% | -2.05% |
| 6m 2027-03-13 | -50bp | 1.193 | 98.803 | 0.197 | +1.87% | +3.74% |
| -25bp | 1.443 | 98.430 | 0.197 | +1.49% | +2.97% |
| Unchanged (roll-down) | 1.693 | 98.058 | 0.197 | +1.10% | +2.21% |
| +25bp | 1.943 | 97.689 | 0.197 | +0.73% | +1.45% |
| +50bp | 2.193 | 97.322 | 0.197 | +0.35% | +0.70% |
| 12m 2027-09-13 | -50bp | 1.056 | 99.332 | 0.400 | +2.62% | +2.62% |
| -25bp | 1.306 | 99.081 | 0.400 | +2.36% | +2.36% |
| Unchanged (roll-down) | 1.556 | 98.830 | 0.400 | +2.11% | +2.11% |
| +25bp | 1.806 | 98.580 | 0.400 | +1.85% | +1.85% |
| +50bp | 2.056 | 98.331 | 0.400 | +1.59% | +1.59% |