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 2.8y） |
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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 —／ total ¥713.2B（last 2026-08-10・BOJ） |
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| BOJ Holding | ¥1.8T（71.2%）（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 | 0.4995 % |
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| Accrued Interest | 0.116438 (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 | 0.250 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.8y) | 1.924 % → ref. price 96.176 |
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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 | 97.799 | 0.125 | +1.82% | +7.26% |
| -25bp | 1.641 | 97.193 | 0.125 | +1.19% | +4.74% |
| Unchanged (roll-down) | 1.891 | 96.591 | 0.125 | +0.56% | +2.24% |
| +25bp | 2.141 | 95.993 | 0.125 | -0.06% | -0.24% |
| +50bp | 2.391 | 95.400 | 0.125 | -0.68% | -2.71% |
| 6m 2027-03-13 | -50bp | 1.359 | 98.083 | 0.247 | +2.24% | +4.47% |
| -25bp | 1.609 | 97.533 | 0.247 | +1.67% | +3.33% |
| Unchanged (roll-down) | 1.859 | 96.988 | 0.247 | +1.10% | +2.20% |
| +25bp | 2.109 | 96.446 | 0.247 | +0.54% | +1.07% |
| +50bp | 2.359 | 95.907 | 0.247 | -0.02% | -0.05% |
| 12m 2027-09-13 | -50bp | 1.260 | 98.672 | 0.500 | +3.11% | +3.11% |
| -25bp | 1.510 | 98.241 | 0.500 | +2.66% | +2.66% |
| Unchanged (roll-down) | 1.760 | 97.812 | 0.500 | +2.22% | +2.22% |
| +25bp | 2.010 | 97.386 | 0.500 | +1.78% | +1.78% |
| +50bp | 2.260 | 96.962 | 0.500 | +1.33% | +1.33% |