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 2.3y） |
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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 ¥100M／ total ¥38.5B（last 2026-08-13・BOJ） |
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| BOJ Holding | ¥1.6T（62.0%）（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 | 0.200 % |
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| Compound Yield | 0.1996 % |
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| Accrued Interest | 0.046575 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.26 |
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| Macaulay Duration | 2.27 |
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| DV01 | — |
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| Convexity | 6.3 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.3y) | 1.858 % → ref. price 96.328 |
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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 | 1.326 | 97.761 | 0.050 | +1.54% | +6.15% |
| -25bp | 1.576 | 97.272 | 0.050 | +1.03% | +4.13% |
| Unchanged (roll-down) | 1.826 | 96.787 | 0.050 | +0.53% | +2.11% |
| +25bp | 2.076 | 96.304 | 0.050 | +0.03% | +0.11% |
| +50bp | 2.326 | 95.824 | 0.050 | -0.47% | -1.88% |
| 6m 2027-03-13 | -50bp | 1.261 | 98.142 | 0.099 | +1.98% | +3.97% |
| -25bp | 1.511 | 97.711 | 0.099 | +1.54% | +3.08% |
| Unchanged (roll-down) | 1.761 | 97.282 | 0.099 | +1.09% | +2.19% |
| +25bp | 2.011 | 96.856 | 0.099 | +0.65% | +1.30% |
| +50bp | 2.261 | 96.432 | 0.099 | +0.21% | +0.42% |
| 12m 2027-09-13 | -50bp | 1.124 | 98.836 | 0.200 | +2.81% | +2.81% |
| -25bp | 1.374 | 98.525 | 0.200 | +2.49% | +2.49% |
| Unchanged (roll-down) | 1.624 | 98.215 | 0.200 | +2.17% | +2.17% |
| +25bp | 1.874 | 97.906 | 0.200 | +1.85% | +1.85% |
| +50bp | 2.124 | 97.599 | 0.200 | +1.53% | +1.53% |