bonds / 20Y / JGB (20-Year) No. 162
Bond Information
| Name | JGB (20-Year) No. 162 |
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| ISIN | — |
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| Issue # | 162 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2017-09-20 |
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| Maturity | 2037-09-20 （Remaining 11y） |
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| Outstanding | ¥3.9T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| SLF usage | last 30d —／ total ¥37.6B（last 2026-04-01・BOJ） |
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| BOJ Holding | ¥1.5T（37.9%）（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 | 0.5993 % |
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| Accrued Interest | 0.290959 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.62 |
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| Macaulay Duration | 10.66 |
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| DV01 | — |
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| Convexity | 120.8 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.300 |
| 2027-03-20 | coupon | 0.300 |
| 2027-09-20 | coupon | 0.300 |
| …（18 omitted）… |
| 2037-03-20 | coupon | 0.300 |
| 2037-09-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 11.0y) | 3.031 % → ref. price 77.352 |
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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 | 2.504 | 82.110 | -0.153 | +5.93% | +23.72% |
| -25bp | 2.754 | 80.029 | -0.153 | +3.25% | +13.00% |
| Unchanged (roll-down) | 3.004 | 78.003 | -0.153 | +0.64% | +2.57% |
| +25bp | 3.254 | 76.033 | -0.153 | -1.90% | -7.58% |
| +50bp | 3.504 | 74.116 | -0.153 | -4.36% | -17.46% |
| 6m 2027-03-13 | -50bp | 2.477 | 82.691 | 0.295 | +7.26% | +14.51% |
| -25bp | 2.727 | 80.639 | 0.295 | +4.61% | +9.23% |
| Unchanged (roll-down) | 2.977 | 78.643 | 0.295 | +2.04% | +4.08% |
| +25bp | 3.227 | 76.699 | 0.295 | -0.46% | -0.92% |
| +50bp | 3.477 | 74.807 | 0.295 | -2.90% | -5.80% |
| 12m 2027-09-13 | -50bp | 2.422 | 83.858 | 0.600 | +9.15% | +9.15% |
| -25bp | 2.672 | 81.871 | 0.600 | +6.59% | +6.59% |
| Unchanged (roll-down) | 2.922 | 79.935 | 0.600 | +4.10% | +4.10% |
| +25bp | 3.172 | 78.048 | 0.600 | +1.67% | +1.67% |
| +50bp | 3.422 | 76.209 | 0.600 | -0.70% | -0.70% |