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 4.8y） |
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| Outstanding | — |
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| SLF usage | last 30d ¥51B／ total ¥51B（last 2026-09-08・BOJ） |
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| BOJ Holding | ¥105.7B（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 | 2.200 % |
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| Compound Yield | 2.1983 % |
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| Accrued Interest | 0.512329 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.48 |
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| Macaulay Duration | 4.53 |
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| DV01 | — |
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| Convexity | 23.0 |
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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 | 1.100 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 4.8y) | 2.216 % → ref. price 99.920 |
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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 | 1.686 | 102.222 | 0.548 | +2.84% | +11.35% |
| -25bp | 1.936 | 101.131 | 0.548 | +1.75% | +7.01% |
| Unchanged (roll-down) | 2.186 | 100.053 | 0.548 | +0.68% | +2.71% |
| +25bp | 2.436 | 98.989 | 0.548 | -0.38% | -1.53% |
| +50bp | 2.686 | 97.938 | 0.548 | -1.43% | -5.71% |
| 6m 2027-03-13 | -50bp | 1.656 | 102.230 | 1.088 | +3.38% | +6.76% |
| -25bp | 1.906 | 101.195 | 1.088 | +2.35% | +4.70% |
| Unchanged (roll-down) | 2.156 | 100.172 | 1.088 | +1.33% | +2.67% |
| +25bp | 2.406 | 99.161 | 1.088 | +0.33% | +0.66% |
| +50bp | 2.656 | 98.162 | 1.088 | -0.67% | -1.33% |
| 12m 2027-09-13 | -50bp | 1.584 | 102.237 | 2.200 | +4.50% | +4.50% |
| -25bp | 1.834 | 101.318 | 2.200 | +3.58% | +3.58% |
| Unchanged (roll-down) | 2.084 | 100.409 | 2.200 | +2.68% | +2.68% |
| +25bp | 2.334 | 99.510 | 2.200 | +1.78% | +1.78% |
| +50bp | 2.584 | 98.619 | 2.200 | +0.90% | +0.90% |