bonds / 5Y / JGB (5-Year) No. 163
Bond Information
| Name | JGB (5-Year) No. 163 |
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| ISIN | — |
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| Issue # | 163 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2023-11-15 |
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| Maturity | 2028-09-20 （Remaining 2.1y） |
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| Outstanding | ¥5.4T （2026-03-31・MOF） |
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| Total issued | ¥5.4T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d ¥9.3B／ total ¥440.2B（last 2026-08-05・BOJ） |
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| BOJ Holding | ¥4.5T（83.0%）（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 | 0.400 % |
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| Compound Yield | 0.3987 % |
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| Accrued Interest | 0.170959 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.07 |
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| Macaulay Duration | 2.07 |
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| DV01 | — |
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| Convexity | 5.3 |
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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 | 0.200 |
| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| 2028-03-20 | coupon | 0.200 |
| 2028-09-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 2.1y) | 1.692 % → ref. price 97.368 |
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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 | 1.138 | 98.667 | -0.101 | +1.23% | +4.92% |
| -25bp | 1.388 | 98.222 | -0.101 | +0.77% | +3.09% |
| Unchanged (roll-down) | 1.638 | 97.778 | -0.101 | +0.32% | +1.27% |
| +25bp | 1.888 | 97.338 | -0.101 | -0.13% | -0.54% |
| +50bp | 2.138 | 96.900 | -0.101 | -0.58% | -2.33% |
| 6m 2027-02-23 | -50bp | 1.075 | 98.948 | 0.200 | +1.82% | +3.65% |
| -25bp | 1.325 | 98.562 | 0.200 | +1.43% | +2.86% |
| Unchanged (roll-down) | 1.575 | 98.178 | 0.200 | +1.04% | +2.07% |
| +25bp | 1.825 | 97.796 | 0.200 | +0.64% | +1.29% |
| +50bp | 2.075 | 97.416 | 0.200 | +0.25% | +0.51% |
| 12m 2027-08-23 | -50bp | 0.950 | 99.408 | 0.400 | +2.50% | +2.50% |
| -25bp | 1.200 | 99.142 | 0.400 | +2.23% | +2.23% |
| Unchanged (roll-down) | 1.450 | 98.877 | 0.400 | +1.96% | +1.96% |
| +25bp | 1.700 | 98.613 | 0.400 | +1.69% | +1.69% |
| +50bp | 1.950 | 98.350 | 0.400 | +1.42% | +1.42% |