bonds / 5Y / JGB (5-Year) No. 187
Bond Information
| Name | JGB (5-Year) No. 187 |
|---|
| ISIN | — |
|---|
| Issue # | 187 |
|---|
| Coupon (%) | 2.2% semi-annual |
|---|
| Issue Date | 2026-08-19 |
|---|
| Maturity | 2031-06-20 （Remaining 4.8y） |
|---|
| Outstanding | — |
|---|
| BOJ Holding | — |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.200 % |
|---|
| Compound Yield | 2.1984 % |
|---|
| Accrued Interest | 0.385753 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 4.54 |
|---|
| Macaulay Duration | 4.59 |
|---|
| DV01 | — |
|---|
| Convexity | 23.5 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 1.100 |
| 2027-06-20 | coupon | 1.100 |
| 2027-12-20 | coupon | 1.100 |
| …（5 omitted）… |
| 2030-12-20 | coupon | 1.100 |
| 2031-06-20 | coupon + redemption | 101.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2026-08-18 | new | 4.15 | 2 | 2.163 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.8y) | 2.105 % → ref. price 100.428 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 1.573 | 102.753 | 0.555 | +2.86% | +11.42% |
| -25bp | 1.823 | 101.643 | 0.555 | +1.75% | +7.02% |
| Unchanged (roll-down) | 2.073 | 100.546 | 0.555 | +0.67% | +2.67% |
| +25bp | 2.323 | 99.464 | 0.555 | -0.41% | -1.63% |
| +50bp | 2.573 | 98.394 | 0.555 | -1.47% | -5.87% |
| 6m 2027-02-23 | -50bp | 1.541 | 102.744 | 1.106 | +3.39% | +6.79% |
| -25bp | 1.791 | 101.692 | 1.106 | +2.35% | +4.70% |
| Unchanged (roll-down) | 2.041 | 100.652 | 1.106 | +1.32% | +2.64% |
| +25bp | 2.291 | 99.625 | 1.106 | +0.30% | +0.60% |
| +50bp | 2.541 | 98.609 | 1.106 | -0.71% | -1.41% |
| 12m 2027-08-23 | -50bp | 1.467 | 102.710 | 2.200 | +4.45% | +4.45% |
| -25bp | 1.717 | 101.773 | 2.200 | +3.52% | +3.52% |
| Unchanged (roll-down) | 1.967 | 100.846 | 2.200 | +2.60% | +2.60% |
| +25bp | 2.217 | 99.929 | 2.200 | +1.69% | +1.69% |
| +50bp | 2.467 | 99.021 | 2.200 | +0.79% | +0.79% |