bonds / 5Y / JGB (5-Year) No. 181
Bond Information
| Name | JGB (5-Year) No. 181 |
|---|
| ISIN | — |
|---|
| Issue # | 181 |
|---|
| Coupon (%) | 1.3% semi-annual |
|---|
| Issue Date | 2025-10-10 |
|---|
| Maturity | 2030-09-20 （Remaining 4.1y） |
|---|
| Outstanding | ¥4.7T （2026-03-31・MOF） |
|---|
| SLF usage | last 30d —／ total ¥189.6B（last 2026-06-25・BOJ） |
|---|
| BOJ Holding | ¥952.9B（20.5%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.300 % |
|---|
| Compound Yield | 1.2977 % |
|---|
| Accrued Interest | 0.555616 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 3.94 |
|---|
| Macaulay Duration | 3.96 |
|---|
| DV01 | — |
|---|
| Convexity | 17.8 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.650 |
| 2027-03-20 | coupon | 0.650 |
| 2027-09-20 | coupon | 0.650 |
| …（4 omitted）… |
| 2030-03-20 | coupon | 0.650 |
| 2030-09-20 | coupon + redemption | 100.650 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.1y) | 2.010 % → ref. price 97.224 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 1.468 | 99.375 | -0.328 | +1.86% | +7.46% |
| -25bp | 1.718 | 98.456 | -0.328 | +0.92% | +3.70% |
| Unchanged (roll-down) | 1.968 | 97.546 | -0.328 | -0.01% | -0.02% |
| +25bp | 2.218 | 96.647 | -0.328 | -0.93% | -3.70% |
| +50bp | 2.468 | 95.757 | -0.328 | -1.84% | -7.35% |
| 6m 2027-02-23 | -50bp | 1.421 | 99.577 | 0.650 | +3.07% | +6.14% |
| -25bp | 1.671 | 98.715 | 0.650 | +2.19% | +4.38% |
| Unchanged (roll-down) | 1.921 | 97.862 | 0.650 | +1.32% | +2.63% |
| +25bp | 2.171 | 97.017 | 0.650 | +0.45% | +0.90% |
| +50bp | 2.421 | 96.180 | 0.650 | -0.40% | -0.81% |
| 12m 2027-08-23 | -50bp | 1.328 | 99.905 | 1.300 | +4.07% | +4.07% |
| -25bp | 1.578 | 99.157 | 1.300 | +3.31% | +3.31% |
| Unchanged (roll-down) | 1.828 | 98.416 | 1.300 | +2.55% | +2.55% |
| +25bp | 2.078 | 97.680 | 1.300 | +1.80% | +1.80% |
| +50bp | 2.328 | 96.952 | 1.300 | +1.05% | +1.05% |