bonds / 5Y / JGB (5-Year) No. 177
Bond Information
| Name | JGB (5-Year) No. 177 |
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| ISIN | — |
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| Issue # | 177 |
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| Coupon (%) | 1.1% semi-annual |
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| Issue Date | 2025-03-11 |
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| Maturity | 2029-12-20 （Remaining 3.2y） |
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| Outstanding | ¥608.3B （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 特例借換財投 |
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| SLF usage | last 30d —／ total ¥30B（last 2026-09-02・BOJ） |
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| BOJ Holding | ¥527.3B（86.7%）（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 | 1.100 % |
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| Compound Yield | 1.0985 % |
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| Accrued Interest | 0.391781 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.07 |
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| Macaulay Duration | 3.09 |
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| DV01 | — |
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| Convexity | 11.1 |
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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 | 0.550 |
| 2027-06-20 | coupon | 0.550 |
| 2027-12-20 | coupon | 0.550 |
| …（2 omitted）… |
| 2029-06-20 | coupon | 0.550 |
| 2029-12-20 | coupon + redemption | 100.550 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-03-10 | new | 3.17 | 7 | 1.157 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 3.1y) | 2.000 % → ref. price 97.263 |
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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 | 1.468 | 98.958 | -0.274 | +1.45% | +5.82% |
| -25bp | 1.718 | 98.259 | -0.274 | +0.74% | +2.96% |
| Unchanged (roll-down) | 1.968 | 97.566 | -0.274 | +0.03% | +0.12% |
| +25bp | 2.218 | 96.879 | -0.274 | -0.67% | -2.70% |
| +50bp | 2.468 | 96.197 | -0.274 | -1.37% | -5.49% |
| 6m 2027-04-28 | -50bp | 1.441 | 99.113 | 0.547 | +2.45% | +4.91% |
| -25bp | 1.691 | 98.471 | 0.547 | +1.80% | +3.59% |
| Unchanged (roll-down) | 1.941 | 97.835 | 0.547 | +1.15% | +2.29% |
| +25bp | 2.191 | 97.203 | 0.547 | +0.50% | +1.00% |
| +50bp | 2.441 | 96.576 | 0.547 | -0.14% | -0.29% |
| 12m 2027-10-28 | -50bp | 1.388 | 99.389 | 1.100 | +3.30% | +3.30% |
| -25bp | 1.638 | 98.865 | 1.100 | +2.77% | +2.77% |
| Unchanged (roll-down) | 1.888 | 98.345 | 1.100 | +2.23% | +2.23% |
| +25bp | 2.138 | 97.828 | 1.100 | +1.70% | +1.70% |
| +50bp | 2.388 | 97.315 | 1.100 | +1.18% | +1.18% |