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 10.9y） |
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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（38.0%）（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 | 0.062466 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.53 |
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| Macaulay Duration | 10.57 |
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| DV01 | — |
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| Convexity | 118.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.300 |
| 2027-09-20 | coupon | 0.300 |
| 2028-03-20 | coupon | 0.300 |
| …（17 omitted）… |
| 2037-03-20 | coupon | 0.300 |
| 2037-09-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 10.9y) | 2.933 % → ref. price 78.357 |
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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 | 2.406 | 83.113 | 0.151 | +6.26% | +25.03% |
| -25bp | 2.656 | 81.028 | 0.151 | +3.60% | +14.40% |
| Unchanged (roll-down) | 2.906 | 78.999 | 0.151 | +1.01% | +4.05% |
| +25bp | 3.156 | 77.024 | 0.151 | -1.51% | -6.02% |
| +50bp | 3.406 | 75.102 | 0.151 | -3.96% | -15.83% |
| 6m 2027-04-28 | -50bp | 2.380 | 83.675 | 0.302 | +7.17% | +14.33% |
| -25bp | 2.630 | 81.621 | 0.302 | +4.55% | +9.10% |
| Unchanged (roll-down) | 2.880 | 79.622 | 0.302 | +2.00% | +4.00% |
| +25bp | 3.130 | 77.674 | 0.302 | -0.49% | -0.97% |
| +50bp | 3.380 | 75.778 | 0.302 | -2.90% | -5.81% |
| 12m 2027-10-28 | -50bp | 2.324 | 84.823 | 0.600 | +9.01% | +9.01% |
| -25bp | 2.574 | 82.836 | 0.600 | +6.48% | +6.48% |
| Unchanged (roll-down) | 2.824 | 80.899 | 0.600 | +4.01% | +4.01% |
| +25bp | 3.074 | 79.010 | 0.600 | +1.60% | +1.60% |
| +50bp | 3.324 | 77.169 | 0.600 | -0.75% | -0.75% |