bonds / 5Y / JGB (5-Year) No. 169
Bond Information
| Name | JGB (5-Year) No. 169 |
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| ISIN | — |
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| Issue # | 169 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2024-06-21 |
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| Maturity | 2029-03-20 （Remaining 2.6y） |
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| Outstanding | ¥2.3T （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 特例出納特例借換 |
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| SLF usage | last 30d ¥2.1B／ total ¥87.3B（last 2026-08-03・BOJ） |
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| BOJ Holding | ¥1.5T（64.8%）（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 | 0.500 % |
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| Compound Yield | 0.4994 % |
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| Accrued Interest | 0.213699 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.55 |
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| Macaulay Duration | 2.56 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（1 omitted）… |
| 2028-09-20 | coupon | 0.250 |
| 2029-03-20 | coupon + redemption | 100.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-06-20 | new | 3.97 | 2 | 0.512 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 2.6y) | 1.758 % → ref. price 96.845 |
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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 | 98.346 | -0.126 | +1.42% | +5.67% |
| -25bp | 1.474 | 97.783 | -0.126 | +0.84% | +3.35% |
| Unchanged (roll-down) | 1.724 | 97.224 | -0.126 | +0.26% | +1.04% |
| +25bp | 1.974 | 96.668 | -0.126 | -0.31% | -1.25% |
| +50bp | 2.224 | 96.117 | -0.126 | -0.88% | -3.52% |
| 6m 2027-02-23 | -50bp | 1.191 | 98.591 | 0.250 | +2.06% | +4.11% |
| -25bp | 1.441 | 98.087 | 0.250 | +1.54% | +3.07% |
| Unchanged (roll-down) | 1.691 | 97.586 | 0.250 | +1.02% | +2.04% |
| +25bp | 1.941 | 97.089 | 0.250 | +0.51% | +1.02% |
| +50bp | 2.191 | 96.594 | 0.250 | -0.00% | -0.00% |
| 12m 2027-08-23 | -50bp | 1.075 | 99.103 | 0.500 | +2.84% | +2.84% |
| -25bp | 1.325 | 98.717 | 0.500 | +2.44% | +2.44% |
| Unchanged (roll-down) | 1.575 | 98.333 | 0.500 | +2.05% | +2.05% |
| +25bp | 1.825 | 97.950 | 0.500 | +1.65% | +1.65% |
| +50bp | 2.075 | 97.570 | 0.500 | +1.26% | +1.26% |