bonds / 5Y / JGB (5-Year) No. 168
Bond Information
| Name | JGB (5-Year) No. 168 |
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| ISIN | — |
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| Issue # | 168 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2024-05-15 |
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| Maturity | 2029-03-20 （Remaining 2.4y） |
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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 | 借換 |
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| SLF usage | last 30d ¥15.5B／ total ¥32.1B（last 2026-10-16・BOJ） |
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| BOJ Holding | ¥1.4T（54.8%）（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 | 0.600 % |
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| Compound Yield | 0.6003 % |
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| Accrued Interest | 0.062466 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.37 |
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| Macaulay Duration | 2.38 |
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| DV01 | — |
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| Convexity | 6.8 |
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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 | 0.300 |
| 2027-09-20 | coupon | 0.300 |
| 2028-03-20 | coupon | 0.300 |
| 2028-09-20 | coupon | 0.300 |
| 2029-03-20 | coupon + redemption | 100.300 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-05-14 | new | 3.90 | 4 | 0.572 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.4y) | 1.914 % → ref. price 96.939 |
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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 | 98.345 | 0.151 | +1.60% | +6.42% |
| -25bp | 1.637 | 97.826 | 0.151 | +1.07% | +4.28% |
| Unchanged (roll-down) | 1.887 | 97.310 | 0.151 | +0.54% | +2.15% |
| +25bp | 2.137 | 96.798 | 0.151 | +0.01% | +0.04% |
| +50bp | 2.387 | 96.290 | 0.151 | -0.51% | -2.06% |
| 6m 2027-04-28 | -50bp | 1.348 | 98.603 | 0.302 | +2.03% | +4.05% |
| -25bp | 1.598 | 98.142 | 0.302 | +1.55% | +3.10% |
| Unchanged (roll-down) | 1.848 | 97.684 | 0.302 | +1.08% | +2.16% |
| +25bp | 2.098 | 97.228 | 0.302 | +0.61% | +1.22% |
| +50bp | 2.348 | 96.775 | 0.302 | +0.14% | +0.28% |
| 12m 2027-10-28 | -50bp | 1.233 | 99.129 | 0.600 | +2.88% | +2.88% |
| -25bp | 1.483 | 98.787 | 0.600 | +2.52% | +2.52% |
| Unchanged (roll-down) | 1.733 | 98.447 | 0.600 | +2.17% | +2.17% |
| +25bp | 1.983 | 98.108 | 0.600 | +1.82% | +1.82% |
| +50bp | 2.233 | 97.771 | 0.600 | +1.48% | +1.48% |