bonds / 5Y / JGB (5-Year) No. 186
Bond Information
| Name | JGB (5-Year) No. 186 |
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| ISIN | — |
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| Issue # | 186 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2026-07-10 |
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| Maturity | 2031-06-20 （Remaining 4.6y） |
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| Outstanding | — |
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| SLF usage | last 30d —／ total ¥125.2B（last 2026-09-25・BOJ） |
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| BOJ Holding | ¥136.3B（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 | 2.000 % |
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| Compound Yield | 1.9985 % |
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| Accrued Interest | 0.712329 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.39 |
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| Macaulay Duration | 4.43 |
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| DV01 | — |
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| Convexity | 22.0 |
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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 | 1.000 |
| 2027-06-20 | coupon | 1.000 |
| 2027-12-20 | coupon | 1.000 |
| …（5 omitted）… |
| 2030-12-20 | coupon | 1.000 |
| 2031-06-20 | coupon + redemption | 101.000 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-07-09 | new | 3.43 | 3 | 2.020 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.6y) | 2.196 % → ref. price 99.131 |
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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 | 1.667 | 101.403 | -0.499 | +1.78% | +7.10% |
| -25bp | 1.917 | 100.346 | -0.499 | +0.72% | +2.87% |
| Unchanged (roll-down) | 2.167 | 99.301 | -0.499 | -0.33% | -1.32% |
| +25bp | 2.417 | 98.268 | -0.499 | -1.36% | -5.45% |
| +50bp | 2.667 | 97.248 | -0.499 | -2.38% | -9.54% |
| 6m 2027-04-28 | -50bp | 1.638 | 101.443 | 0.995 | +3.31% | +6.62% |
| -25bp | 1.888 | 100.441 | 0.995 | +2.31% | +4.62% |
| Unchanged (roll-down) | 2.138 | 99.451 | 0.995 | +1.32% | +2.63% |
| +25bp | 2.388 | 98.473 | 0.995 | +0.34% | +0.67% |
| +50bp | 2.638 | 97.505 | 0.995 | -0.63% | -1.26% |
| 12m 2027-10-28 | -50bp | 1.570 | 101.510 | 2.000 | +4.39% | +4.39% |
| -25bp | 1.820 | 100.624 | 2.000 | +3.50% | +3.50% |
| Unchanged (roll-down) | 2.070 | 99.747 | 2.000 | +2.62% | +2.62% |
| +25bp | 2.320 | 98.879 | 2.000 | +1.75% | +1.75% |
| +50bp | 2.570 | 98.020 | 2.000 | +0.89% | +0.89% |