bonds / 5Y / JGB (5-Year) No. 187
Bond Information
| Name | JGB (5-Year) No. 187 |
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| ISIN | — |
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| Issue # | 187 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2026-08-19 |
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| Maturity | 2031-06-20 （Remaining 4.6y） |
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| Outstanding | — |
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| SLF usage | last 30d ¥7.5B／ total ¥58.5B（last 2026-09-29・BOJ） |
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| BOJ Holding | ¥732.7B（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 | 2.200 % |
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| Compound Yield | 2.1984 % |
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| Accrued Interest | 0.783562 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.36 |
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| Macaulay Duration | 4.41 |
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| DV01 | — |
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| Convexity | 21.9 |
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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 | 1.100 |
| 2027-06-20 | coupon | 1.100 |
| 2027-12-20 | coupon | 1.100 |
| …（5 omitted）… |
| 2030-12-20 | coupon | 1.100 |
| 2031-06-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.6y) | 2.196 % → ref. price 100.009 |
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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 | 102.247 | -0.548 | +1.68% | +6.70% |
| -25bp | 1.917 | 101.184 | -0.548 | +0.62% | +2.49% |
| Unchanged (roll-down) | 2.167 | 100.135 | -0.548 | -0.42% | -1.68% |
| +25bp | 2.417 | 99.097 | -0.548 | -1.45% | -5.80% |
| +50bp | 2.667 | 98.072 | -0.548 | -2.47% | -9.86% |
| 6m 2027-04-28 | -50bp | 1.638 | 102.241 | 1.094 | +3.30% | +6.60% |
| -25bp | 1.888 | 101.235 | 1.094 | +2.30% | +4.60% |
| Unchanged (roll-down) | 2.138 | 100.241 | 1.094 | +1.32% | +2.63% |
| +25bp | 2.388 | 99.258 | 1.094 | +0.34% | +0.68% |
| +50bp | 2.638 | 98.285 | 1.094 | -0.62% | -1.25% |
| 12m 2027-10-28 | -50bp | 1.570 | 102.216 | 2.200 | +4.37% | +4.37% |
| -25bp | 1.820 | 101.326 | 2.200 | +3.49% | +3.49% |
| Unchanged (roll-down) | 2.070 | 100.446 | 2.200 | +2.62% | +2.62% |
| +25bp | 2.320 | 99.574 | 2.200 | +1.75% | +1.75% |
| +50bp | 2.570 | 98.711 | 2.200 | +0.89% | +0.89% |