bonds / 5Y / JGB (5-Year) No. 171
Bond Information
| Name | JGB (5-Year) No. 171 |
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| ISIN | — |
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| Issue # | 171 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2024-08-15 |
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| Maturity | 2029-06-20 （Remaining 2.8y） |
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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 ¥256.2B（last 2026-07-22・BOJ） |
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| BOJ Holding | ¥2T（79.8%）（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 | 0.400 % |
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| Compound Yield | 0.3996 % |
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| Accrued Interest | 0.070137 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.81 |
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| Macaulay Duration | 2.81 |
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| DV01 | — |
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| Convexity | 9.3 |
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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 | 0.200 |
| 2027-06-20 | coupon | 0.200 |
| 2027-12-20 | coupon | 0.200 |
| …（1 omitted）… |
| 2028-12-20 | coupon | 0.200 |
| 2029-06-20 | coupon + redemption | 100.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-08-14 | new | 3.51 | 5 | 0.452 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 2.8y) | 1.791 % → ref. price 96.180 |
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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 | 1.258 | 97.832 | 0.101 | +1.82% | +7.28% |
| -25bp | 1.508 | 97.211 | 0.101 | +1.18% | +4.70% |
| Unchanged (roll-down) | 1.758 | 96.595 | 0.101 | +0.54% | +2.14% |
| +25bp | 2.008 | 95.983 | 0.101 | -0.10% | -0.40% |
| +50bp | 2.258 | 95.376 | 0.101 | -0.73% | -2.92% |
| 6m 2027-02-23 | -50bp | 1.224 | 98.117 | 0.201 | +2.22% | +4.44% |
| -25bp | 1.474 | 97.554 | 0.201 | +1.64% | +3.27% |
| Unchanged (roll-down) | 1.724 | 96.996 | 0.201 | +1.06% | +2.11% |
| +25bp | 1.974 | 96.441 | 0.201 | +0.48% | +0.96% |
| +50bp | 2.224 | 95.890 | 0.201 | -0.09% | -0.18% |
| 12m 2027-08-23 | -50bp | 1.138 | 98.667 | 0.400 | +3.00% | +3.00% |
| -25bp | 1.388 | 98.222 | 0.400 | +2.54% | +2.54% |
| Unchanged (roll-down) | 1.638 | 97.778 | 0.400 | +2.08% | +2.08% |
| +25bp | 1.888 | 97.338 | 0.400 | +1.62% | +1.62% |
| +50bp | 2.138 | 96.900 | 0.400 | +1.16% | +1.16% |