bonds / 5Y / JGB (5-Year) No. 166
Bond Information
| Name | JGB (5-Year) No. 166 |
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| ISIN | — |
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| Issue # | 166 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2024-03-13 |
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| Maturity | 2028-12-20 （Remaining 2.2y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| Total issued | ¥2.8T （annual report, FY-end） |
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| Statutory basis | 借換前倒 |
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| SLF usage | last 30d —／ total ¥135.9B（last 2026-09-18・BOJ） |
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| BOJ Holding | ¥1.1T（38.5%）（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 | 0.400 % |
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| Compound Yield | 0.3992 % |
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| Accrued Interest | 0.142466 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.13 |
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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 | 0.200 |
| 2027-06-20 | coupon | 0.200 |
| 2027-12-20 | coupon | 0.200 |
| 2028-06-20 | coupon | 0.200 |
| 2028-12-20 | coupon + redemption | 100.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-03-12 | new | 3.99 | 2 | 0.372 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.1y) | 1.888 % → ref. price 96.881 |
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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 | 98.230 | -0.100 | +1.29% | +5.15% |
| -25bp | 1.598 | 97.771 | -0.100 | +0.81% | +3.26% |
| Unchanged (roll-down) | 1.848 | 97.313 | -0.100 | +0.34% | +1.37% |
| +25bp | 2.098 | 96.859 | -0.100 | -0.13% | -0.50% |
| +50bp | 2.348 | 96.407 | -0.100 | -0.59% | -2.36% |
| 6m 2027-04-28 | -50bp | 1.291 | 98.549 | 0.199 | +1.92% | +3.85% |
| -25bp | 1.541 | 98.147 | 0.199 | +1.51% | +3.02% |
| Unchanged (roll-down) | 1.791 | 97.748 | 0.199 | +1.10% | +2.20% |
| +25bp | 2.041 | 97.350 | 0.199 | +0.69% | +1.38% |
| +50bp | 2.291 | 96.955 | 0.199 | +0.28% | +0.56% |
| 12m 2027-10-28 | -50bp | 1.176 | 99.116 | 0.400 | +2.72% | +2.72% |
| -25bp | 1.426 | 98.834 | 0.400 | +2.43% | +2.43% |
| Unchanged (roll-down) | 1.676 | 98.554 | 0.400 | +2.14% | +2.14% |
| +25bp | 1.926 | 98.274 | 0.400 | +1.85% | +1.85% |
| +50bp | 2.176 | 97.996 | 0.400 | +1.56% | +1.56% |