bonds / 5Y / JGB (5-Year) No. 168
Bond Information
| Name | JGB (5-Year) No. 168 |
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| ISIN | — |
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| Issue # | 168 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2024-05-15 |
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| Maturity | 2029-03-20 （Remaining 2.6y） |
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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 ¥10.5B（last 2026-06-23・BOJ） |
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| BOJ Holding | ¥1.4T（54.5%）（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 | 0.600 % |
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| Compound Yield | 0.5993 % |
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| Accrued Interest | 0.256438 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.55 |
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| Macaulay Duration | 2.55 |
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| DV01 | — |
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| Convexity | 7.8 |
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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 | 0.300 |
| 2027-03-20 | coupon | 0.300 |
| 2027-09-20 | coupon | 0.300 |
| …（1 omitted）… |
| 2028-09-20 | coupon | 0.300 |
| 2029-03-20 | coupon + redemption | 100.300 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-05-14 | new | 3.90 | 4 | 0.572 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 2.6y) | 1.758 % → ref. price 97.096 |
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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 | 1.224 | 98.575 | -0.151 | +1.36% | +5.46% |
| -25bp | 1.474 | 98.011 | -0.151 | +0.78% | +3.14% |
| Unchanged (roll-down) | 1.724 | 97.451 | -0.151 | +0.21% | +0.84% |
| +25bp | 1.974 | 96.894 | -0.151 | -0.36% | -1.45% |
| +50bp | 2.224 | 96.342 | -0.151 | -0.93% | -3.72% |
| 6m 2027-02-23 | -50bp | 1.191 | 98.795 | 0.300 | +2.05% | +4.11% |
| -25bp | 1.441 | 98.290 | 0.300 | +1.54% | +3.07% |
| Unchanged (roll-down) | 1.691 | 97.789 | 0.300 | +1.02% | +2.04% |
| +25bp | 1.941 | 97.291 | 0.300 | +0.51% | +1.02% |
| +50bp | 2.191 | 96.796 | 0.300 | +0.00% | +0.00% |
| 12m 2027-08-23 | -50bp | 1.075 | 99.259 | 0.600 | +2.84% | +2.84% |
| -25bp | 1.325 | 98.872 | 0.600 | +2.44% | +2.44% |
| Unchanged (roll-down) | 1.575 | 98.487 | 0.600 | +2.05% | +2.05% |
| +25bp | 1.825 | 98.105 | 0.600 | +1.65% | +1.65% |
| +50bp | 2.075 | 97.724 | 0.600 | +1.26% | +1.26% |