bonds / 5Y / JGB (5-Year) No. 188
Bond Information
| Name | JGB (5-Year) No. 188 |
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| ISIN | — |
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| Issue # | 188 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2026-10-15 |
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| Maturity | 2031-09-20 （Remaining 4.9y） |
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| Outstanding | — |
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| BOJ Holding | — |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 2.400 % |
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| Compound Yield | 2.3985 % |
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| Accrued Interest | 0.249863 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.58 |
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| Macaulay Duration | 4.64 |
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| DV01 | — |
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| Convexity | 24.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| 2028-03-20 | coupon | 1.200 |
| …（5 omitted）… |
| 2031-03-20 | coupon | 1.200 |
| 2031-09-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-10-14 | new | 3.56 | 2 | 2.379 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.9y) | 2.226 % → ref. price 100.797 |
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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 | 1.696 | 103.125 | 0.605 | +2.90% | +11.61% |
| -25bp | 1.946 | 101.999 | 0.605 | +1.79% | +7.15% |
| Unchanged (roll-down) | 2.196 | 100.888 | 0.605 | +0.69% | +2.75% |
| +25bp | 2.446 | 99.791 | 0.605 | -0.40% | -1.59% |
| +50bp | 2.696 | 98.707 | 0.605 | -1.47% | -5.88% |
| 6m 2027-04-28 | -50bp | 1.667 | 103.079 | 1.207 | +3.45% | +6.90% |
| -25bp | 1.917 | 102.010 | 1.207 | +2.39% | +4.79% |
| Unchanged (roll-down) | 2.167 | 100.954 | 1.207 | +1.35% | +2.70% |
| +25bp | 2.417 | 99.911 | 1.207 | +0.32% | +0.63% |
| +50bp | 2.667 | 98.880 | 1.207 | -0.70% | -1.41% |
| 12m 2027-10-28 | -50bp | 1.606 | 102.981 | 2.400 | +4.54% | +4.54% |
| -25bp | 1.856 | 102.029 | 2.400 | +3.59% | +3.59% |
| Unchanged (roll-down) | 2.106 | 101.087 | 2.400 | +2.66% | +2.66% |
| +25bp | 2.356 | 100.155 | 2.400 | +1.74% | +1.74% |
| +50bp | 2.606 | 99.233 | 2.400 | +0.83% | +0.83% |