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 10.8y） |
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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 （2026-06-30） |
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| SLF usage | last 30d —／ total ¥38.7B（last 2026-01-20・BOJ） |
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| BOJ Holding | ¥1.9T（51.8%）（as of 2026-08-31・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 | 0.139726 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.41 |
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| Macaulay Duration | 10.44 |
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| DV01 | — |
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| Convexity | 115.8 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 10.8y) | 3.003 % → ref. price 78.010 |
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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 2026-12-13 | -50bp | 2.476 | 82.703 | 0.150 | +6.20% | +24.79% |
| -25bp | 2.726 | 80.652 | 0.150 | +3.57% | +14.29% |
| Unchanged (roll-down) | 2.976 | 78.656 | 0.150 | +1.02% | +4.07% |
| +25bp | 3.226 | 76.713 | 0.150 | -1.47% | -5.87% |
| +50bp | 3.476 | 74.821 | 0.150 | -3.89% | -15.56% |
| 6m 2027-03-13 | -50bp | 2.450 | 83.278 | 0.297 | +7.12% | +14.24% |
| -25bp | 2.700 | 81.259 | 0.297 | +4.54% | +9.07% |
| Unchanged (roll-down) | 2.950 | 79.292 | 0.297 | +2.02% | +4.04% |
| +25bp | 3.200 | 77.376 | 0.297 | -0.43% | -0.86% |
| +50bp | 3.450 | 75.510 | 0.297 | -2.82% | -5.64% |
| 12m 2027-09-13 | -50bp | 2.388 | 84.487 | 0.600 | +9.06% | +9.06% |
| -25bp | 2.638 | 82.534 | 0.600 | +6.56% | +6.56% |
| Unchanged (roll-down) | 2.888 | 80.628 | 0.600 | +4.12% | +4.12% |
| +25bp | 3.138 | 78.770 | 0.600 | +1.74% | +1.74% |
| +50bp | 3.388 | 76.958 | 0.600 | -0.58% | -0.58% |