bonds / 5Y / JGB (5-Year) No. 160
Bond Information
| Name | JGB (5-Year) No. 160 |
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| ISIN | — |
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| Issue # | 160 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2023-08-16 |
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| Maturity | 2028-06-20 （Remaining 1.8y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| Total issued | ¥2.5T （annual report, FY-end） |
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| Statutory basis | 借換 |
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| SLF usage | last 30d —／ total ¥294.6B（last 2025-12-09・BOJ） |
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| BOJ Holding | ¥1.8T（73.5%）（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 | 0.1997 % |
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| Accrued Interest | 0.035068 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.82 |
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| Macaulay Duration | 1.82 |
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| DV01 | — |
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| Convexity | 4.2 |
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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 | 0.100 |
| 2027-06-20 | coupon | 0.100 |
| 2027-12-20 | coupon | 0.100 |
| 2028-06-20 | coupon + redemption | 100.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2023-08-15 | new | 3.35 | 3 | 0.189 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.8y) | 1.638 % → ref. price 97.421 |
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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 | 1.075 | 98.637 | 0.050 | +1.30% | +5.20% |
| -25bp | 1.325 | 98.252 | 0.050 | +0.90% | +3.62% |
| Unchanged (roll-down) | 1.575 | 97.869 | 0.050 | +0.51% | +2.05% |
| +25bp | 1.825 | 97.488 | 0.050 | +0.12% | +0.48% |
| +50bp | 2.075 | 97.109 | 0.050 | -0.27% | -1.07% |
| 6m 2027-02-23 | -50bp | 1.011 | 98.936 | 0.101 | +1.66% | +3.32% |
| -25bp | 1.261 | 98.611 | 0.101 | +1.33% | +2.65% |
| Unchanged (roll-down) | 1.511 | 98.288 | 0.101 | +0.99% | +1.99% |
| +25bp | 1.761 | 97.966 | 0.101 | +0.66% | +1.33% |
| +50bp | 2.011 | 97.646 | 0.101 | +0.33% | +0.67% |
| 12m 2027-08-23 | -50bp | 0.930 | 99.399 | 0.200 | +2.24% | +2.24% |
| -25bp | 1.180 | 99.195 | 0.200 | +2.03% | +2.03% |
| Unchanged (roll-down) | 1.430 | 98.992 | 0.200 | +1.82% | +1.82% |
| +25bp | 1.680 | 98.789 | 0.200 | +1.61% | +1.61% |
| +50bp | 1.930 | 98.586 | 0.200 | +1.40% | +1.40% |