bonds / 5Y / JGB (5-Year) No. 167
Bond Information
| Name | JGB (5-Year) No. 167 |
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| ISIN | — |
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| Issue # | 167 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2024-04-10 |
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| Maturity | 2029-03-20 （Remaining 2.4y） |
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| Outstanding | ¥2.3T （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 特例借換 |
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| SLF usage | last 30d —／ total ¥35.1B（last 2026-03-19・BOJ） |
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| BOJ Holding | ¥933.5B（40.5%）（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 | 0.4002 % |
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| Accrued Interest | 0.041644 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.38 |
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| Macaulay Duration | 2.38 |
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| DV01 | — |
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| Convexity | 6.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| 2028-03-20 | coupon | 0.200 |
| 2028-09-20 | coupon | 0.200 |
| 2029-03-20 | coupon + redemption | 100.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-04-09 | new | 3.88 | 2 | 0.404 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.4y) | 1.914 % → ref. price 96.473 |
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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 | 1.387 | 97.924 | 0.101 | +1.61% | +6.43% |
| -25bp | 1.637 | 97.406 | 0.101 | +1.07% | +4.28% |
| Unchanged (roll-down) | 1.887 | 96.892 | 0.101 | +0.54% | +2.15% |
| +25bp | 2.137 | 96.381 | 0.101 | +0.01% | +0.04% |
| +50bp | 2.387 | 95.874 | 0.101 | -0.52% | -2.07% |
| 6m 2027-04-28 | -50bp | 1.348 | 98.230 | 0.201 | +2.03% | +4.06% |
| -25bp | 1.598 | 97.771 | 0.201 | +1.55% | +3.10% |
| Unchanged (roll-down) | 1.848 | 97.313 | 0.201 | +1.08% | +2.16% |
| +25bp | 2.098 | 96.859 | 0.201 | +0.61% | +1.22% |
| +50bp | 2.348 | 96.407 | 0.201 | +0.14% | +0.28% |
| 12m 2027-10-28 | -50bp | 1.233 | 98.853 | 0.400 | +2.88% | +2.88% |
| -25bp | 1.483 | 98.512 | 0.400 | +2.53% | +2.53% |
| Unchanged (roll-down) | 1.733 | 98.172 | 0.400 | +2.17% | +2.17% |
| +25bp | 1.983 | 97.834 | 0.400 | +1.82% | +1.82% |
| +50bp | 2.233 | 97.498 | 0.400 | +1.48% | +1.48% |