bonds / 5Y / JGB (5-Year) No. 186
Bond Information
| Name | JGB (5-Year) No. 186 |
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| ISIN | — |
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| Issue # | 186 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2026-07-10 |
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| Maturity | 2031-06-20 （Remaining 4.8y） |
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| Outstanding | — |
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| SLF usage | last 30d ¥98B／ total ¥98B（last 2026-08-21・BOJ） |
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| BOJ Holding | ¥93.4B（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 | 2.000 % |
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| Compound Yield | 1.9986 % |
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| Accrued Interest | 0.350685 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.56 |
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| Macaulay Duration | 4.61 |
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| DV01 | — |
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| Convexity | 23.7 |
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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 | 1.000 |
| 2027-06-20 | coupon | 1.000 |
| 2027-12-20 | coupon | 1.000 |
| …（5 omitted）… |
| 2030-12-20 | coupon | 1.000 |
| 2031-06-20 | coupon + redemption | 101.000 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2026-07-09 | new | 3.43 | 3 | 2.020 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.8y) | 2.105 % → ref. price 99.515 |
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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 | 1.573 | 101.874 | 0.504 | +2.87% | +11.46% |
| -25bp | 1.823 | 100.769 | 0.504 | +1.76% | +7.04% |
| Unchanged (roll-down) | 2.073 | 99.678 | 0.504 | +0.67% | +2.67% |
| +25bp | 2.323 | 98.601 | 0.504 | -0.41% | -1.64% |
| +50bp | 2.573 | 97.537 | 0.504 | -1.48% | -5.91% |
| 6m 2027-02-23 | -50bp | 1.541 | 101.911 | 1.005 | +3.41% | +6.81% |
| -25bp | 1.791 | 100.864 | 1.005 | +2.36% | +4.71% |
| Unchanged (roll-down) | 2.041 | 99.829 | 1.005 | +1.32% | +2.64% |
| +25bp | 2.291 | 98.806 | 1.005 | +0.30% | +0.59% |
| +50bp | 2.541 | 97.795 | 1.005 | -0.72% | -1.43% |
| 12m 2027-08-23 | -50bp | 1.467 | 101.969 | 2.000 | +4.46% | +4.46% |
| -25bp | 1.717 | 101.036 | 2.000 | +3.53% | +3.53% |
| Unchanged (roll-down) | 1.967 | 100.113 | 2.000 | +2.60% | +2.60% |
| +25bp | 2.217 | 99.199 | 2.000 | +1.69% | +1.69% |
| +50bp | 2.467 | 98.296 | 2.000 | +0.78% | +0.78% |