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 2.2y） |
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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 —／ total ¥35.4B（last 2026-09-17・BOJ） |
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| BOJ Holding | ¥1.4T（57.8%）（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 | 0.300 % |
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| Compound Yield | 0.2994 % |
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| Accrued Interest | 0.106849 (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 | 5.6 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.1y) | 1.888 % → ref. price 96.672 |
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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 | 98.044 | -0.075 | +1.34% | +5.36% |
| -25bp | 1.598 | 97.585 | -0.075 | +0.87% | +3.46% |
| Unchanged (roll-down) | 1.848 | 97.128 | -0.075 | +0.39% | +1.58% |
| +25bp | 2.098 | 96.674 | -0.075 | -0.07% | -0.30% |
| +50bp | 2.348 | 96.223 | -0.075 | -0.54% | -2.16% |
| 6m 2027-04-28 | -50bp | 1.291 | 98.387 | 0.149 | +1.93% | +3.85% |
| -25bp | 1.541 | 97.985 | 0.149 | +1.51% | +3.02% |
| Unchanged (roll-down) | 1.791 | 97.586 | 0.149 | +1.10% | +2.20% |
| +25bp | 2.041 | 97.189 | 0.149 | +0.69% | +1.38% |
| +50bp | 2.291 | 96.794 | 0.149 | +0.28% | +0.56% |
| 12m 2027-10-28 | -50bp | 1.176 | 99.003 | 0.300 | +2.72% | +2.72% |
| -25bp | 1.426 | 98.721 | 0.300 | +2.43% | +2.43% |
| Unchanged (roll-down) | 1.676 | 98.441 | 0.300 | +2.14% | +2.14% |
| +25bp | 1.926 | 98.161 | 0.300 | +1.85% | +1.85% |
| +50bp | 2.176 | 97.883 | 0.300 | +1.56% | +1.56% |