bonds / 20Y / JGB (20-Year) No. 160
Bond Information
| Name | JGB (20-Year) No. 160 |
|---|
| ISIN | — |
|---|
| Issue # | 160 |
|---|
| Coupon (%) | 0.7% semi-annual |
|---|
| Issue Date | 2017-03-21 |
|---|
| Maturity | 2037-03-20 （Remaining 10.4y） |
|---|
| Outstanding | ¥3.3T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.7T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥3.6B（last 2026-05-25・BOJ） |
|---|
| BOJ Holding | ¥1.7T（51.0%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6997 % |
|---|
| Accrued Interest | 0.072877 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 10.01 |
|---|
| Macaulay Duration | 10.04 |
|---|
| DV01 | — |
|---|
| Convexity | 107.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 0.350 |
| 2027-09-20 | coupon | 0.350 |
| 2028-03-20 | coupon | 0.350 |
| …（16 omitted）… |
| 2036-09-20 | coupon | 0.350 |
| 2037-03-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 10.4y) | 2.879 % → ref. price 80.532 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.352 | 85.159 | 0.176 | +5.96% | +23.84% |
| -25bp | 2.602 | 83.129 | 0.176 | +3.44% | +13.76% |
| Unchanged (roll-down) | 2.852 | 81.150 | 0.176 | +0.98% | +3.94% |
| +25bp | 3.102 | 79.221 | 0.176 | -1.41% | -5.63% |
| +50bp | 3.352 | 77.342 | 0.176 | -3.74% | -14.95% |
| 6m 2027-04-28 | -50bp | 2.324 | 85.708 | 0.352 | +6.86% | +13.71% |
| -25bp | 2.574 | 83.710 | 0.352 | +4.38% | +8.76% |
| Unchanged (roll-down) | 2.824 | 81.763 | 0.352 | +1.96% | +3.93% |
| +25bp | 3.074 | 79.864 | 0.352 | -0.39% | -0.78% |
| +50bp | 3.324 | 78.013 | 0.352 | -2.69% | -5.38% |
| 12m 2027-10-28 | -50bp | 2.259 | 86.862 | 0.700 | +8.72% | +8.72% |
| -25bp | 2.509 | 84.934 | 0.700 | +6.33% | +6.33% |
| Unchanged (roll-down) | 2.759 | 83.052 | 0.700 | +3.99% | +3.99% |
| +25bp | 3.009 | 81.215 | 0.700 | +1.72% | +1.72% |
| +50bp | 3.259 | 79.422 | 0.700 | -0.51% | -0.51% |