bonds / 20Y / JGB (20-Year) No. 161
Bond Information
| Name | JGB (20-Year) No. 161 |
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| ISIN | — |
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| Issue # | 161 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2017-06-20 |
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| Maturity | 2037-06-20 （Remaining 10.6y） |
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| Outstanding | ¥3.8T （2026-03-31・MOF） |
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| Total issued | ¥3.7T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| STRIPS principal | ¥100M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥38.7B（last 2026-01-20・BOJ） |
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| BOJ Holding | ¥2T（52.0%）（as of 2026-10-20・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 | 0.600 % |
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| Compound Yield | 0.5995 % |
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| Accrued Interest | 0.213699 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.28 |
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| Macaulay Duration | 10.31 |
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| DV01 | — |
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| Convexity | 113.2 |
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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 | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …（17 omitted）… |
| 2036-12-20 | coupon | 0.300 |
| 2037-06-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 10.6y) | 2.906 % → ref. price 78.999 |
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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 2027-01-28 | -50bp | 2.379 | 83.690 | -0.150 | +5.73% | +22.94% |
| -25bp | 2.629 | 81.637 | -0.150 | +3.14% | +12.57% |
| Unchanged (roll-down) | 2.879 | 79.638 | -0.150 | +0.62% | +2.47% |
| +25bp | 3.129 | 77.692 | -0.150 | -1.84% | -7.35% |
| +50bp | 3.379 | 75.796 | -0.150 | -4.23% | -16.93% |
| 6m 2027-04-28 | -50bp | 2.353 | 84.248 | 0.298 | +7.00% | +14.01% |
| -25bp | 2.603 | 82.228 | 0.298 | +4.45% | +8.91% |
| Unchanged (roll-down) | 2.853 | 80.259 | 0.298 | +1.97% | +3.94% |
| +25bp | 3.103 | 78.341 | 0.298 | -0.45% | -0.91% |
| +50bp | 3.353 | 76.472 | 0.298 | -2.81% | -5.63% |
| 12m 2027-10-28 | -50bp | 2.291 | 85.424 | 0.600 | +8.87% | +8.87% |
| -25bp | 2.541 | 83.471 | 0.600 | +6.40% | +6.40% |
| Unchanged (roll-down) | 2.791 | 81.566 | 0.600 | +4.00% | +4.00% |
| +25bp | 3.041 | 79.707 | 0.600 | +1.65% | +1.65% |
| +50bp | 3.291 | 77.894 | 0.600 | -0.64% | -0.64% |