bonds / 5Y / JGB (5-Year) No. 172
Bond Information
| Name | JGB (5-Year) No. 172 |
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| ISIN | — |
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| Issue # | 172 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2024-09-11 |
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| Maturity | 2029-06-20 （Remaining 2.8y） |
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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 |
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| SLF usage | last 30d ¥44.4B／ total ¥713.2B（last 2026-08-10・BOJ） |
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| BOJ Holding | ¥1.8T（71.2%）（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 | 0.4995 % |
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| Accrued Interest | 0.087671 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.80 |
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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 | 0.250 |
| 2027-06-20 | coupon | 0.250 |
| 2027-12-20 | coupon | 0.250 |
| …（1 omitted）… |
| 2028-12-20 | coupon | 0.250 |
| 2029-06-20 | coupon + redemption | 100.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2024-09-10 | new | 3.76 | 2 | 0.521 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 2.8y) | 1.791 % → ref. price 96.455 |
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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 | 98.084 | 0.126 | +1.82% | +7.27% |
| -25bp | 1.508 | 97.462 | 0.126 | +1.17% | +4.70% |
| Unchanged (roll-down) | 1.758 | 96.845 | 0.126 | +0.54% | +2.14% |
| +25bp | 2.008 | 96.233 | 0.126 | -0.10% | -0.40% |
| +50bp | 2.258 | 95.625 | 0.126 | -0.73% | -2.92% |
| 6m 2027-02-23 | -50bp | 1.224 | 98.345 | 0.251 | +2.22% | +4.44% |
| -25bp | 1.474 | 97.782 | 0.251 | +1.63% | +3.27% |
| Unchanged (roll-down) | 1.724 | 97.222 | 0.251 | +1.06% | +2.11% |
| +25bp | 1.974 | 96.667 | 0.251 | +0.48% | +0.96% |
| +50bp | 2.224 | 96.115 | 0.251 | -0.09% | -0.18% |
| 12m 2027-08-23 | -50bp | 1.138 | 98.847 | 0.500 | +3.00% | +3.00% |
| -25bp | 1.388 | 98.401 | 0.500 | +2.53% | +2.53% |
| Unchanged (roll-down) | 1.638 | 97.957 | 0.500 | +2.07% | +2.07% |
| +25bp | 1.888 | 97.516 | 0.500 | +1.62% | +1.62% |
| +50bp | 2.138 | 97.078 | 0.500 | +1.16% | +1.16% |