bonds / 5Y / JGB (5-Year) No. 157
Bond Information
| Name | JGB (5-Year) No. 157 |
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| ISIN | — |
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| Issue # | 157 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2023-04-12 |
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| Maturity | 2028-03-20 （Remaining 1.6y） |
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| Outstanding | ¥2.7T （2026-03-31・MOF） |
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| Total issued | ¥2.7T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d ¥4.8B／ total ¥275B（last 2026-08-21・BOJ） |
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| BOJ Holding | ¥1.8T（68.0%）（as of 2026-08-10・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 | 0.200 % |
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| Compound Yield | 0.1996 % |
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| Accrued Interest | 0.085479 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.57 |
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| Macaulay Duration | 1.57 |
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| DV01 | — |
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| Convexity | 3.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.100 |
| 2027-03-20 | coupon | 0.100 |
| 2027-09-20 | coupon | 0.100 |
| 2028-03-20 | coupon + redemption | 100.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2023-04-11 | new | 3.95 | 1 | 0.157 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.6y) | 1.575 % → ref. price 97.869 |
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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 2026-11-23 | -50bp | 1.011 | 98.937 | -0.050 | +1.04% | +4.16% |
| -25bp | 1.261 | 98.612 | -0.050 | +0.71% | +2.83% |
| Unchanged (roll-down) | 1.511 | 98.289 | -0.050 | +0.38% | +1.51% |
| +25bp | 1.761 | 97.967 | -0.050 | +0.05% | +0.20% |
| +50bp | 2.011 | 97.647 | -0.050 | -0.28% | -1.11% |
| 6m 2027-02-23 | -50bp | 0.948 | 99.205 | 0.100 | +1.47% | +2.93% |
| -25bp | 1.198 | 98.941 | 0.100 | +1.20% | +2.39% |
| Unchanged (roll-down) | 1.448 | 98.679 | 0.100 | +0.93% | +1.86% |
| +25bp | 1.698 | 98.417 | 0.100 | +0.66% | +1.32% |
| +50bp | 1.948 | 98.156 | 0.100 | +0.40% | +0.79% |
| 12m 2027-08-23 | -50bp | 0.930 | 99.582 | 0.200 | +1.95% | +1.95% |
| -25bp | 1.180 | 99.439 | 0.200 | +1.81% | +1.81% |
| Unchanged (roll-down) | 1.430 | 99.297 | 0.200 | +1.66% | +1.66% |
| +25bp | 1.680 | 99.156 | 0.200 | +1.52% | +1.52% |
| +50bp | 1.930 | 99.014 | 0.200 | +1.37% | +1.37% |