bonds / 5Y / JGB (5-Year) No. 170
Bond Information
| Name | JGB (5-Year) No. 170 |
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| ISIN | — |
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| Issue # | 170 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2024-07-10 |
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| Maturity | 2029-06-20 （Remaining 2.8y） |
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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 ¥4.2B／ total ¥137.6B（last 2026-09-10・BOJ） |
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| BOJ Holding | ¥1.6T（64.6%）（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 | 0.5994 % |
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| Accrued Interest | 0.139726 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.74 |
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| Macaulay Duration | 2.75 |
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| DV01 | — |
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| Convexity | 8.9 |
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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 | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …（1 omitted）… |
| 2028-12-20 | coupon | 0.300 |
| 2029-06-20 | coupon + redemption | 100.300 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2024-07-09 | new | 4.26 | 1 | 0.612 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.8y) | 1.924 % → ref. price 96.444 |
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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 | 1.391 | 98.046 | 0.150 | +1.81% | +7.25% |
| -25bp | 1.641 | 97.438 | 0.150 | +1.18% | +4.74% |
| Unchanged (roll-down) | 1.891 | 96.835 | 0.150 | +0.56% | +2.24% |
| +25bp | 2.141 | 96.237 | 0.150 | -0.06% | -0.24% |
| +50bp | 2.391 | 95.643 | 0.150 | -0.68% | -2.70% |
| 6m 2027-03-13 | -50bp | 1.359 | 98.306 | 0.297 | +2.23% | +4.47% |
| -25bp | 1.609 | 97.756 | 0.297 | +1.66% | +3.33% |
| Unchanged (roll-down) | 1.859 | 97.209 | 0.297 | +1.10% | +2.20% |
| +25bp | 2.109 | 96.666 | 0.297 | +0.54% | +1.07% |
| +50bp | 2.359 | 96.127 | 0.297 | -0.02% | -0.04% |
| 12m 2027-09-13 | -50bp | 1.260 | 98.847 | 0.600 | +3.11% | +3.11% |
| -25bp | 1.510 | 98.415 | 0.600 | +2.66% | +2.66% |
| Unchanged (roll-down) | 1.760 | 97.985 | 0.600 | +2.22% | +2.22% |
| +25bp | 2.010 | 97.558 | 0.600 | +1.77% | +1.77% |
| +50bp | 2.260 | 97.134 | 0.600 | +1.34% | +1.34% |