bonds / 5Y / JGB (5-Year) No. 169
Bond Information
| Name | JGB (5-Year) No. 169 |
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| ISIN | — |
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| Issue # | 169 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2024-06-21 |
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| Maturity | 2029-03-20 （Remaining 2.5y） |
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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 | 特例出納特例借換 |
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| SLF usage | last 30d —／ total ¥87.3B（last 2026-08-03・BOJ） |
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| BOJ Holding | ¥1.5T（64.8%）（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 | 0.500 % |
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| Compound Yield | 0.4994 % |
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| Accrued Interest | 0.242466 (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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（1 omitted）… |
| 2028-09-20 | coupon | 0.250 |
| 2029-03-20 | coupon + redemption | 100.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-06-20 | new | 3.97 | 2 | 0.512 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.5y) | 1.891 % → ref. price 96.595 |
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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 | 98.090 | -0.127 | +1.41% | +5.65% |
| -25bp | 1.608 | 97.542 | -0.127 | +0.85% | +3.39% |
| Unchanged (roll-down) | 1.858 | 96.998 | -0.127 | +0.28% | +1.14% |
| +25bp | 2.108 | 96.457 | -0.127 | -0.27% | -1.10% |
| +50bp | 2.358 | 95.920 | -0.127 | -0.83% | -3.32% |
| 6m 2027-03-13 | -50bp | 1.326 | 98.359 | 0.246 | +2.08% | +4.15% |
| -25bp | 1.576 | 97.868 | 0.246 | +1.57% | +3.14% |
| Unchanged (roll-down) | 1.826 | 97.381 | 0.246 | +1.07% | +2.13% |
| +25bp | 2.076 | 96.896 | 0.246 | +0.57% | +1.13% |
| +50bp | 2.326 | 96.415 | 0.246 | +0.07% | +0.14% |
| 12m 2027-09-13 | -50bp | 1.191 | 98.962 | 0.500 | +2.96% | +2.96% |
| -25bp | 1.441 | 98.591 | 0.500 | +2.58% | +2.58% |
| Unchanged (roll-down) | 1.691 | 98.221 | 0.500 | +2.20% | +2.20% |
| +25bp | 1.941 | 97.853 | 0.500 | +1.82% | +1.82% |
| +50bp | 2.191 | 97.487 | 0.500 | +1.44% | +1.44% |