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 2.5y） |
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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 ¥6.1B／ total ¥16.6B（last 2026-09-03・BOJ） |
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| BOJ Holding | ¥1.4T（54.5%）（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 | 0.600 % |
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| Compound Yield | 0.5993 % |
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| Accrued Interest | 0.290959 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.49 |
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| Macaulay Duration | 2.50 |
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| DV01 | — |
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| Convexity | 7.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.300 |
| 2027-03-20 | coupon | 0.300 |
| 2027-09-20 | coupon | 0.300 |
| …（1 omitted）… |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.5y) | 1.891 % → ref. price 96.839 |
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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 | 1.358 | 98.313 | -0.153 | +1.36% | +5.44% |
| -25bp | 1.608 | 97.764 | -0.153 | +0.79% | +3.18% |
| Unchanged (roll-down) | 1.858 | 97.219 | -0.153 | +0.23% | +0.93% |
| +25bp | 2.108 | 96.677 | -0.153 | -0.32% | -1.30% |
| +50bp | 2.358 | 96.139 | -0.153 | -0.88% | -3.51% |
| 6m 2027-03-13 | -50bp | 1.326 | 98.558 | 0.295 | +2.07% | +4.15% |
| -25bp | 1.576 | 98.067 | 0.295 | +1.57% | +3.13% |
| Unchanged (roll-down) | 1.826 | 97.579 | 0.295 | +1.06% | +2.13% |
| +25bp | 2.076 | 97.094 | 0.295 | +0.57% | +1.13% |
| +50bp | 2.326 | 96.612 | 0.295 | +0.07% | +0.14% |
| 12m 2027-09-13 | -50bp | 1.191 | 99.112 | 0.600 | +2.96% | +2.96% |
| -25bp | 1.441 | 98.740 | 0.600 | +2.57% | +2.57% |
| Unchanged (roll-down) | 1.691 | 98.370 | 0.600 | +2.19% | +2.19% |
| +25bp | 1.941 | 98.002 | 0.600 | +1.81% | +1.81% |
| +50bp | 2.191 | 97.636 | 0.600 | +1.44% | +1.44% |