bonds / 5Y / JGB (5-Year) No. 161
Bond Information
| Name | JGB (5-Year) No. 161 |
|---|
| ISIN | — |
|---|
| Issue # | 161 |
|---|
| Coupon (%) | 0.3% semi-annual |
|---|
| Issue Date | 2023-09-13 |
|---|
| Maturity | 2028-06-20 （Remaining 1.8y） |
|---|
| Outstanding | ¥2.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.8T （annual report, FY-end） |
|---|
| Statutory basis | 特例借換 |
|---|
| SLF usage | last 30d —／ total ¥110.9B（last 2026-04-21・BOJ） |
|---|
| BOJ Holding | ¥1.8T（63.9%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.300 % |
|---|
| Compound Yield | 0.2995 % |
|---|
| Accrued Interest | 0.052603 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 1.82 |
|---|
| Macaulay Duration | 1.82 |
|---|
| DV01 | — |
|---|
| Convexity | 4.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.150 |
| 2027-06-20 | coupon | 0.150 |
| 2027-12-20 | coupon | 0.150 |
| 2028-06-20 | coupon + redemption | 100.150 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2023-09-12 | new | 4.41 | 2 | 0.291 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.8y) | 1.638 % → ref. price 97.600 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 1.075 | 98.792 | 0.076 | +1.30% | +5.20% |
| -25bp | 1.325 | 98.407 | 0.076 | +0.90% | +3.62% |
| Unchanged (roll-down) | 1.575 | 98.023 | 0.076 | +0.51% | +2.05% |
| +25bp | 1.825 | 97.642 | 0.076 | +0.12% | +0.48% |
| +50bp | 2.075 | 97.263 | 0.076 | -0.27% | -1.07% |
| 6m 2027-02-23 | -50bp | 1.011 | 99.067 | 0.151 | +1.66% | +3.31% |
| -25bp | 1.261 | 98.742 | 0.151 | +1.32% | +2.65% |
| Unchanged (roll-down) | 1.511 | 98.419 | 0.151 | +0.99% | +1.99% |
| +25bp | 1.761 | 98.097 | 0.151 | +0.66% | +1.33% |
| +50bp | 2.011 | 97.776 | 0.151 | +0.34% | +0.67% |
| 12m 2027-08-23 | -50bp | 0.930 | 99.481 | 0.300 | +2.23% | +2.23% |
| -25bp | 1.180 | 99.277 | 0.300 | +2.02% | +2.02% |
| Unchanged (roll-down) | 1.430 | 99.073 | 0.300 | +1.82% | +1.82% |
| +25bp | 1.680 | 98.870 | 0.300 | +1.61% | +1.61% |
| +50bp | 1.930 | 98.668 | 0.300 | +1.40% | +1.40% |