bonds / 5Y / JGB (5-Year) No. 172
Bond Information
| Name | JGB (5-Year) No. 172 |
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| ISIN | — |
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| Issue # | 172 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2024-09-11 |
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| Maturity | 2029-06-20 （Remaining 2.6y） |
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| Outstanding | ¥2.6T （2026-03-31・MOF） |
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| Total issued | ¥2.6T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d ¥12B／ total ¥728.6B（last 2026-10-09・BOJ） |
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| BOJ Holding | ¥1.8T（71.2%）（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 | 0.500 % |
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| Compound Yield | 0.4995 % |
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| Accrued Interest | 0.178082 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.62 |
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| Macaulay Duration | 2.63 |
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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 | 0.250 |
| 2027-06-20 | coupon | 0.250 |
| 2027-12-20 | coupon | 0.250 |
| …（1 omitted）… |
| 2028-12-20 | coupon | 0.250 |
| 2029-06-20 | coupon + redemption | 100.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-09-10 | new | 3.76 | 2 | 0.521 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.6y) | 1.941 % → ref. price 96.298 |
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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 | 97.855 | -0.125 | +1.48% | +5.94% |
| -25bp | 1.664 | 97.278 | -0.125 | +0.89% | +3.54% |
| Unchanged (roll-down) | 1.914 | 96.705 | -0.125 | +0.29% | +1.17% |
| +25bp | 2.164 | 96.136 | -0.125 | -0.30% | -1.19% |
| +50bp | 2.414 | 95.572 | -0.125 | -0.88% | -3.53% |
| 6m 2027-04-28 | -50bp | 1.388 | 98.127 | 0.249 | +2.15% | +4.31% |
| -25bp | 1.638 | 97.608 | 0.249 | +1.61% | +3.23% |
| Unchanged (roll-down) | 1.888 | 97.092 | 0.249 | +1.08% | +2.16% |
| +25bp | 2.138 | 96.579 | 0.249 | +0.55% | +1.10% |
| +50bp | 2.388 | 96.070 | 0.249 | +0.02% | +0.04% |
| 12m 2027-10-28 | -50bp | 1.291 | 98.715 | 0.500 | +3.02% | +3.02% |
| -25bp | 1.541 | 98.313 | 0.500 | +2.61% | +2.61% |
| Unchanged (roll-down) | 1.791 | 97.914 | 0.500 | +2.19% | +2.19% |
| +25bp | 2.041 | 97.516 | 0.500 | +1.78% | +1.78% |
| +50bp | 2.291 | 97.121 | 0.500 | +1.37% | +1.37% |