bonds / 5Y / JGB (5-Year) No. 164
Bond Information
| Name | JGB (5-Year) No. 164 |
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| ISIN | — |
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| Issue # | 164 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2024-01-17 |
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| Maturity | 2028-12-20 （Remaining 2.3y） |
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| Outstanding | ¥2.6T （2026-03-31・MOF） |
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| Total issued | ¥2.6T （annual report, FY-end） |
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| Statutory basis | 借換前倒 |
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| SLF usage | last 30d ¥100M／ total ¥38.5B（last 2026-08-13・BOJ） |
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| BOJ Holding | ¥1.6T（62.0%）（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 | 0.035068 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.32 |
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| Macaulay Duration | 2.32 |
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| DV01 | — |
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| Convexity | 6.6 |
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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 | 0.100 |
| 2028-12-20 | coupon + redemption | 100.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-01-16 | new | 3.79 | 3 | 0.197 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 2.3y) | 1.725 % → ref. price 96.532 |
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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 | 1.192 | 97.970 | 0.050 | +1.54% | +6.17% |
| -25bp | 1.442 | 97.467 | 0.050 | +1.02% | +4.08% |
| Unchanged (roll-down) | 1.692 | 96.967 | 0.050 | +0.50% | +2.01% |
| +25bp | 1.942 | 96.470 | 0.050 | -0.01% | -0.05% |
| +50bp | 2.192 | 95.977 | 0.050 | -0.52% | -2.09% |
| 6m 2027-02-23 | -50bp | 1.138 | 98.311 | 0.101 | +1.95% | +3.89% |
| -25bp | 1.388 | 97.867 | 0.101 | +1.49% | +2.97% |
| Unchanged (roll-down) | 1.638 | 97.425 | 0.101 | +1.03% | +2.06% |
| +25bp | 1.888 | 96.986 | 0.101 | +0.57% | +1.15% |
| +50bp | 2.138 | 96.550 | 0.101 | +0.12% | +0.24% |
| 12m 2027-08-23 | -50bp | 1.013 | 98.929 | 0.200 | +2.69% | +2.69% |
| -25bp | 1.263 | 98.603 | 0.200 | +2.35% | +2.35% |
| Unchanged (roll-down) | 1.513 | 98.279 | 0.200 | +2.02% | +2.02% |
| +25bp | 1.763 | 97.956 | 0.200 | +1.68% | +1.68% |
| +50bp | 2.013 | 97.634 | 0.200 | +1.35% | +1.35% |