bonds / 5Y / JGB (5-Year) No. 177
Bond Information
| Name | JGB (5-Year) No. 177 |
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| ISIN | — |
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| Issue # | 177 |
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| Coupon (%) | 1.1% semi-annual |
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| Issue Date | 2025-03-11 |
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| Maturity | 2029-12-20 （Remaining 3.3y） |
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| Outstanding | ¥608.3B （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 特例借換財投 |
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| SLF usage | last 30d —／ total ¥28.7B（last 2026-03-27・BOJ） |
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| BOJ Holding | ¥510B（83.8%）（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 | 1.100 % |
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| Compound Yield | 1.0985 % |
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| Accrued Interest | 0.192877 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.25 |
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| Macaulay Duration | 3.27 |
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| DV01 | — |
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| Convexity | 12.3 |
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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 | 0.550 |
| 2027-06-20 | coupon | 0.550 |
| 2027-12-20 | coupon | 0.550 |
| …（2 omitted）… |
| 2029-06-20 | coupon | 0.550 |
| 2029-12-20 | coupon + redemption | 100.550 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2025-03-10 | new | 3.17 | 7 | 1.157 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 3.3y) | 1.875 % → ref. price 97.506 |
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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 | 1.328 | 99.311 | 0.277 | +2.13% | +8.52% |
| -25bp | 1.578 | 98.566 | 0.277 | +1.37% | +5.47% |
| Unchanged (roll-down) | 1.828 | 97.827 | 0.277 | +0.61% | +2.45% |
| +25bp | 2.078 | 97.095 | 0.277 | -0.14% | -0.55% |
| +50bp | 2.328 | 96.370 | 0.277 | -0.88% | -3.52% |
| 6m 2027-02-23 | -50bp | 1.290 | 99.470 | 0.553 | +2.58% | +5.15% |
| -25bp | 1.540 | 98.784 | 0.553 | +1.87% | +3.75% |
| Unchanged (roll-down) | 1.790 | 98.103 | 0.553 | +1.18% | +2.35% |
| +25bp | 2.040 | 97.428 | 0.553 | +0.49% | +0.97% |
| +50bp | 2.290 | 96.758 | 0.553 | -0.20% | -0.40% |
| 12m 2027-08-23 | -50bp | 1.225 | 99.709 | 1.100 | +3.38% | +3.38% |
| -25bp | 1.475 | 99.140 | 1.100 | +2.80% | +2.80% |
| Unchanged (roll-down) | 1.725 | 98.574 | 1.100 | +2.22% | +2.22% |
| +25bp | 1.975 | 98.013 | 1.100 | +1.64% | +1.64% |
| +50bp | 2.225 | 97.456 | 1.100 | +1.07% | +1.07% |