bonds / 5Y / JGB (5-Year) No. 165
Bond Information
| Name | JGB (5-Year) No. 165 |
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| ISIN | — |
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| Issue # | 165 |
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| Coupon (%) | 0.3% semi-annual |
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| Issue Date | 2024-02-13 |
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| Maturity | 2028-12-20 （Remaining 2.3y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| Total issued | ¥2.5T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d ¥14.3B／ total ¥32.8B（last 2026-09-03・BOJ） |
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| BOJ Holding | ¥1.4T（57.7%）（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 | 0.2994 % |
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| Accrued Interest | 0.069863 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.26 |
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| Macaulay Duration | 2.26 |
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| DV01 | — |
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| Convexity | 6.2 |
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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 | 0.150 |
| 2028-12-20 | coupon + redemption | 100.150 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-02-09 | new | 3.44 | 3 | 0.310 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.3y) | 1.858 % → ref. price 96.549 |
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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 | 97.959 | 0.075 | +1.54% | +6.15% |
| -25bp | 1.576 | 97.470 | 0.075 | +1.03% | +4.12% |
| Unchanged (roll-down) | 1.826 | 96.984 | 0.075 | +0.53% | +2.11% |
| +25bp | 2.076 | 96.501 | 0.075 | +0.03% | +0.11% |
| +50bp | 2.326 | 96.020 | 0.075 | -0.47% | -1.88% |
| 6m 2027-03-13 | -50bp | 1.261 | 98.316 | 0.148 | +1.98% | +3.97% |
| -25bp | 1.511 | 97.885 | 0.148 | +1.54% | +3.07% |
| Unchanged (roll-down) | 1.761 | 97.456 | 0.148 | +1.09% | +2.18% |
| +25bp | 2.011 | 97.029 | 0.148 | +0.65% | +1.30% |
| +50bp | 2.261 | 96.604 | 0.148 | +0.21% | +0.42% |
| 12m 2027-09-13 | -50bp | 1.124 | 98.962 | 0.300 | +2.81% | +2.81% |
| -25bp | 1.374 | 98.650 | 0.300 | +2.49% | +2.49% |
| Unchanged (roll-down) | 1.624 | 98.340 | 0.300 | +2.16% | +2.16% |
| +25bp | 1.874 | 98.031 | 0.300 | +1.84% | +1.84% |
| +50bp | 2.124 | 97.723 | 0.300 | +1.53% | +1.53% |