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 2.6y） |
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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 —／ total ¥140.9B（last 2026-09-17・BOJ） |
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| BOJ Holding | ¥1.6T（64.6%）（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 | 0.5993 % |
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| Accrued Interest | 0.213699 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.62 |
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| Macaulay Duration | 2.62 |
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| DV01 | — |
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| Convexity | 8.2 |
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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 (%) |
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| 2024-07-09 | new | 4.26 | 1 | 0.612 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.6y) | 1.941 % → ref. price 96.555 |
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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 | 1.414 | 98.089 | -0.150 | +1.43% | +5.72% |
| -25bp | 1.664 | 97.511 | -0.150 | +0.83% | +3.34% |
| Unchanged (roll-down) | 1.914 | 96.938 | -0.150 | +0.24% | +0.96% |
| +25bp | 2.164 | 96.368 | -0.150 | -0.35% | -1.39% |
| +50bp | 2.414 | 95.803 | -0.150 | -0.93% | -3.73% |
| 6m 2027-04-28 | -50bp | 1.388 | 98.338 | 0.298 | +2.15% | +4.30% |
| -25bp | 1.638 | 97.818 | 0.298 | +1.61% | +3.23% |
| Unchanged (roll-down) | 1.888 | 97.301 | 0.298 | +1.08% | +2.16% |
| +25bp | 2.138 | 96.788 | 0.298 | +0.55% | +1.10% |
| +50bp | 2.388 | 96.277 | 0.298 | +0.02% | +0.04% |
| 12m 2027-10-28 | -50bp | 1.291 | 98.877 | 0.600 | +3.02% | +3.02% |
| -25bp | 1.541 | 98.475 | 0.600 | +2.60% | +2.60% |
| Unchanged (roll-down) | 1.791 | 98.075 | 0.600 | +2.19% | +2.19% |
| +25bp | 2.041 | 97.677 | 0.600 | +1.78% | +1.78% |
| +50bp | 2.291 | 97.282 | 0.600 | +1.37% | +1.37% |