bonds / 5Y / JGB (5-Year) No. 158
Bond Information
| Name | JGB (5-Year) No. 158 |
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| ISIN | — |
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| Issue # | 158 |
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| Coupon (%) | 0.1% semi-annual |
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| Issue Date | 2023-05-16 |
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| Maturity | 2028-03-20 （Remaining 1.6y） |
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| Outstanding | ¥5.5T （2026-03-31・MOF） |
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| Total issued | ¥5.5T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d —／ total ¥61.1B（last 2026-04-16・BOJ） |
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| BOJ Holding | ¥4T（73.3%）（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 | 0.100 % |
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| Compound Yield | 0.0998 % |
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| Accrued Interest | 0.042740 (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 | 0.050 |
| 2027-03-20 | coupon | 0.050 |
| 2027-09-20 | coupon | 0.050 |
| 2028-03-20 | coupon + redemption | 100.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.6y) | 1.575 % → ref. price 97.714 |
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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 | 98.805 | -0.025 | +1.09% | +4.36% |
| -25bp | 1.261 | 98.481 | -0.025 | +0.76% | +3.04% |
| Unchanged (roll-down) | 1.511 | 98.158 | -0.025 | +0.43% | +1.71% |
| +25bp | 1.761 | 97.837 | -0.025 | +0.10% | +0.40% |
| +50bp | 2.011 | 97.517 | -0.025 | -0.23% | -0.91% |
| 6m 2027-02-23 | -50bp | 0.948 | 99.099 | 0.050 | +1.47% | +2.94% |
| -25bp | 1.198 | 98.835 | 0.050 | +1.20% | +2.40% |
| Unchanged (roll-down) | 1.448 | 98.573 | 0.050 | +0.93% | +1.86% |
| +25bp | 1.698 | 98.311 | 0.050 | +0.66% | +1.32% |
| +50bp | 1.948 | 98.051 | 0.050 | +0.40% | +0.79% |
| 12m 2027-08-23 | -50bp | 0.930 | 99.525 | 0.100 | +1.95% | +1.95% |
| -25bp | 1.180 | 99.382 | 0.100 | +1.81% | +1.81% |
| Unchanged (roll-down) | 1.430 | 99.240 | 0.100 | +1.66% | +1.66% |
| +25bp | 1.680 | 99.099 | 0.100 | +1.52% | +1.52% |
| +50bp | 1.930 | 98.958 | 0.100 | +1.37% | +1.37% |