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bonds / 5Y / JGB (5-Year) No. 184

Bond Information

NameJGB (5-Year) No. 184
ISIN
Issue #184
Coupon (%)1.8% semi-annual
Issue Date2026-04-10
Maturity2031-03-20 (Remaining 4.6y)
Outstanding
SLF usagelast 30d ¥1B/ total ¥53.9B(last 2026-08-18・BOJ)
BOJ Holding¥192.1B(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.800 %
Compound Yield1.7987 %
Accrued Interest0.769315 (156 days) per 100
Settlement Amount
Modified Duration4.34
Macaulay Duration4.38
DV01
Convexity21.6

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.900
2027-03-20coupon0.900
2027-09-20coupon0.900
…(5 omitted)…
2030-09-20coupon0.900
2031-03-20coupon + redemption100.900

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2026-04-09new3.5841.826

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 4.6y)2.073 % → ref. price 98.810
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.541101.082-0.454+1.83%+7.31%
-25bp1.791100.040-0.454+0.78%+3.12%
Unchanged (roll-down)2.04199.010-0.454-0.25%-1.02%
+25bp2.29197.992-0.454-1.28%-5.11%
+50bp2.54196.987-0.454-2.29%-9.15%
6m 2027-02-23-50bp1.509101.1480.900+3.25%+6.50%
-25bp1.759100.1640.900+2.26%+4.53%
Unchanged (roll-down)2.00999.1900.900+1.29%+2.57%
+25bp2.25998.2270.900+0.32%+0.64%
+50bp2.50997.2750.900-0.64%-1.27%
12m 2027-08-23-50bp1.421101.3121.800+4.32%+4.32%
-25bp1.671100.4421.800+3.45%+3.45%
Unchanged (roll-down)1.92199.5791.800+2.58%+2.58%
+25bp2.17198.7261.800+1.72%+1.72%
+50bp2.42197.8811.800+0.87%+0.87%