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 10.5y） |
|---|
| 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（50.9%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6994 % |
|---|
| Accrued Interest | 0.339452 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 10.09 |
|---|
| Macaulay Duration | 10.13 |
|---|
| DV01 | — |
|---|
| Convexity | 109.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.350 |
| 2027-03-20 | coupon | 0.350 |
| 2027-09-20 | coupon | 0.350 |
| …（17 omitted）… |
| 2036-09-20 | coupon | 0.350 |
| 2037-03-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 10.5y) | 2.976 % → ref. price 79.560 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 2.449 | 84.195 | -0.178 | +5.58% | +22.31% |
| -25bp | 2.699 | 82.165 | -0.178 | +3.04% | +12.15% |
| Unchanged (roll-down) | 2.949 | 80.188 | -0.178 | +0.56% | +2.25% |
| +25bp | 3.199 | 78.261 | -0.178 | -1.85% | -7.39% |
| +50bp | 3.449 | 76.385 | -0.178 | -4.20% | -16.79% |
| 6m 2027-03-13 | -50bp | 2.422 | 84.747 | 0.344 | +6.92% | +13.85% |
| -25bp | 2.672 | 82.750 | 0.344 | +4.42% | +8.85% |
| Unchanged (roll-down) | 2.922 | 80.803 | 0.344 | +1.99% | +3.97% |
| +25bp | 3.172 | 78.905 | 0.344 | -0.39% | -0.78% |
| +50bp | 3.422 | 77.056 | 0.344 | -2.70% | -5.41% |
| 12m 2027-09-13 | -50bp | 2.353 | 85.962 | 0.700 | +8.89% | +8.89% |
| -25bp | 2.603 | 84.031 | 0.700 | +6.47% | +6.47% |
| Unchanged (roll-down) | 2.853 | 82.147 | 0.700 | +4.11% | +4.11% |
| +25bp | 3.103 | 80.309 | 0.700 | +1.81% | +1.81% |
| +50bp | 3.353 | 78.515 | 0.700 | -0.43% | -0.43% |