bonds / 5Y / JGB (5-Year) No. 164
Bond Information
| Name | JGB (5-Year) No. 164 |
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| ISIN | — |
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| Issue # | 164 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2024-01-17 |
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| Maturity | 2028-12-20 （Remaining 2.2y） |
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| Outstanding | ¥2.6T （2026-03-31・MOF） |
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| Total issued | ¥2.6T （annual report, FY-end） |
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| Statutory basis | 借換前倒 |
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| SLF usage | last 30d ¥19.8B／ total ¥61.9B（last 2026-10-22・BOJ） |
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| BOJ Holding | ¥1.6T（62.0%）（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 | 0.200 % |
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| Compound Yield | 0.1996 % |
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| Accrued Interest | 0.071233 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.14 |
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| Macaulay Duration | 2.14 |
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| DV01 | — |
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| Convexity | 5.7 |
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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 | 0.100 |
| 2028-12-20 | coupon + redemption | 100.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-01-16 | new | 3.79 | 3 | 0.197 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.1y) | 1.888 % → ref. price 96.463 |
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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 | 1.348 | 97.858 | -0.050 | +1.39% | +5.57% |
| -25bp | 1.598 | 97.399 | -0.050 | +0.92% | +3.67% |
| Unchanged (roll-down) | 1.848 | 96.943 | -0.050 | +0.45% | +1.78% |
| +25bp | 2.098 | 96.490 | -0.050 | -0.02% | -0.10% |
| +50bp | 2.348 | 96.039 | -0.050 | -0.49% | -1.96% |
| 6m 2027-04-28 | -50bp | 1.291 | 98.224 | 0.099 | +1.93% | +3.86% |
| -25bp | 1.541 | 97.823 | 0.099 | +1.51% | +3.02% |
| Unchanged (roll-down) | 1.791 | 97.425 | 0.099 | +1.10% | +2.20% |
| +25bp | 2.041 | 97.028 | 0.099 | +0.69% | +1.38% |
| +50bp | 2.291 | 96.634 | 0.099 | +0.28% | +0.56% |
| 12m 2027-10-28 | -50bp | 1.176 | 98.890 | 0.200 | +2.72% | +2.72% |
| -25bp | 1.426 | 98.608 | 0.200 | +2.43% | +2.43% |
| Unchanged (roll-down) | 1.676 | 98.328 | 0.200 | +2.14% | +2.14% |
| +25bp | 1.926 | 98.049 | 0.200 | +1.85% | +1.85% |
| +50bp | 2.176 | 97.771 | 0.200 | +1.56% | +1.56% |