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 2.3y） |
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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 ¥39.5B／ total ¥111.1B（last 2026-09-09・BOJ） |
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| BOJ Holding | ¥1.1T（38.4%）（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 | 0.400 % |
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| Compound Yield | 0.3993 % |
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| Accrued Interest | 0.093151 (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 | 0.200 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.3y) | 1.858 % → ref. price 96.770 |
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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 | 98.158 | 0.100 | +1.54% | +6.14% |
| -25bp | 1.576 | 97.668 | 0.100 | +1.03% | +4.12% |
| Unchanged (roll-down) | 1.826 | 97.181 | 0.100 | +0.53% | +2.11% |
| +25bp | 2.076 | 96.697 | 0.100 | +0.03% | +0.11% |
| +50bp | 2.326 | 96.216 | 0.100 | -0.47% | -1.87% |
| 6m 2027-03-13 | -50bp | 1.261 | 98.491 | 0.198 | +1.98% | +3.96% |
| -25bp | 1.511 | 98.059 | 0.198 | +1.54% | +3.07% |
| Unchanged (roll-down) | 1.761 | 97.629 | 0.198 | +1.09% | +2.18% |
| +25bp | 2.011 | 97.202 | 0.198 | +0.65% | +1.30% |
| +50bp | 2.261 | 96.777 | 0.198 | +0.21% | +0.42% |
| 12m 2027-09-13 | -50bp | 1.124 | 99.087 | 0.400 | +2.81% | +2.81% |
| -25bp | 1.374 | 98.775 | 0.400 | +2.48% | +2.48% |
| Unchanged (roll-down) | 1.624 | 98.464 | 0.400 | +2.16% | +2.16% |
| +25bp | 1.874 | 98.155 | 0.400 | +1.84% | +1.84% |
| +50bp | 2.124 | 97.847 | 0.400 | +1.53% | +1.53% |