bonds / 5Y / JGB (5-Year) No. 171
Bond Information
| Name | JGB (5-Year) No. 171 |
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| ISIN | — |
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| Issue # | 171 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2024-08-15 |
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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 ¥39.9B／ total ¥348.1B（last 2026-10-02・BOJ） |
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| BOJ Holding | ¥2T（79.8%）（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 | 0.400 % |
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| Compound Yield | 0.3996 % |
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| Accrued Interest | 0.142466 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.63 |
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| Macaulay Duration | 2.63 |
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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 | 0.200 |
| 2027-06-20 | coupon | 0.200 |
| 2027-12-20 | coupon | 0.200 |
| …（1 omitted）… |
| 2028-12-20 | coupon | 0.200 |
| 2029-06-20 | coupon + redemption | 100.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-08-14 | new | 3.51 | 5 | 0.452 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.6y) | 1.941 % → ref. price 96.042 |
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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 | 97.620 | -0.100 | +1.54% | +6.15% |
| -25bp | 1.664 | 97.044 | -0.100 | +0.94% | +3.75% |
| Unchanged (roll-down) | 1.914 | 96.472 | -0.100 | +0.34% | +1.37% |
| +25bp | 2.164 | 95.904 | -0.100 | -0.25% | -0.99% |
| +50bp | 2.414 | 95.341 | -0.100 | -0.83% | -3.33% |
| 6m 2027-04-28 | -50bp | 1.388 | 97.916 | 0.199 | +2.16% | +4.31% |
| -25bp | 1.638 | 97.398 | 0.199 | +1.62% | +3.23% |
| Unchanged (roll-down) | 1.888 | 96.882 | 0.199 | +1.08% | +2.16% |
| +25bp | 2.138 | 96.370 | 0.199 | +0.55% | +1.10% |
| +50bp | 2.388 | 95.862 | 0.199 | +0.02% | +0.04% |
| 12m 2027-10-28 | -50bp | 1.291 | 98.553 | 0.400 | +3.03% | +3.03% |
| -25bp | 1.541 | 98.151 | 0.400 | +2.61% | +2.61% |
| Unchanged (roll-down) | 1.791 | 97.752 | 0.400 | +2.19% | +2.19% |
| +25bp | 2.041 | 97.356 | 0.400 | +1.78% | +1.78% |
| +50bp | 2.291 | 96.961 | 0.400 | +1.37% | +1.37% |