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bonds / 5Y / JGB (5-Year) No. 184

Bond Information

NameJGB (5-Year) No. 184
ISIN
Issue #184
Coupon (%)1.8% semi-annual
Issue Date2026-04-10
Maturity2031-03-20 (Remaining 4.5y)
Outstanding
SLF usagelast 30d ¥1B/ total ¥53.9B(last 2026-08-18・BOJ)
BOJ Holding¥192.1B(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.800 %
Compound Yield1.7988 %
Accrued Interest0.872877 (177 days) per 100
Settlement Amount
Modified Duration4.28
Macaulay Duration4.32
DV01
Convexity21.0

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.900
2027-03-20coupon0.900
2027-09-20coupon0.900
…(5 omitted)…
2030-09-20coupon0.900
2031-03-20coupon + redemption100.900

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2026-04-09new3.5841.826

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 4.5y)2.186 % → ref. price 98.344
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.656100.593-0.459+1.80%+7.22%
-25bp1.90699.569-0.459+0.77%+3.09%
Unchanged (roll-down)2.15698.557-0.459-0.25%-0.99%
+25bp2.40697.557-0.459-1.26%-5.02%
+50bp2.65696.569-0.459-2.25%-9.01%
6m 2027-03-13-50bp1.626100.6760.885+3.24%+6.49%
-25bp1.87699.7080.885+2.27%+4.53%
Unchanged (roll-down)2.12698.7510.885+1.30%+2.60%
+25bp2.37697.8040.885+0.35%+0.70%
+50bp2.62696.8680.885-0.60%-1.19%
12m 2027-09-13-50bp1.542100.8761.800+4.37%+4.37%
-25bp1.792100.0231.800+3.51%+3.51%
Unchanged (roll-down)2.04299.1781.800+2.66%+2.66%
+25bp2.29298.3421.800+1.81%+1.81%
+50bp2.54297.5141.800+0.98%+0.98%