bonds / 20Y / JGB (20-Year) No. 163
Bond Information
| Name | JGB (20-Year) No. 163 |
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| ISIN | — |
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| Issue # | 163 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2017-12-20 |
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| Maturity | 2037-12-20 （Remaining 11.2y） |
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| Outstanding | ¥3.8T （2026-03-31・MOF） |
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| Total issued | ¥3.8T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥4.1B（last 2025-12-03・BOJ） |
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| BOJ Holding | ¥1.8T（48.0%）（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 | 10.75 |
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| Macaulay Duration | 10.78 |
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| DV01 | — |
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| Convexity | 123.6 |
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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 |
| …（18 omitted）… |
| 2037-06-20 | coupon | 0.300 |
| 2037-12-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 11.1y) | 2.960 % → ref. price 77.717 |
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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 | 2.433 | 82.538 | -0.150 | +5.99% | +23.98% |
| -25bp | 2.683 | 80.422 | -0.150 | +3.28% | +13.12% |
| Unchanged (roll-down) | 2.933 | 78.364 | -0.150 | +0.64% | +2.55% |
| +25bp | 3.183 | 76.362 | -0.150 | -1.93% | -7.72% |
| +50bp | 3.433 | 74.415 | -0.150 | -4.43% | -17.72% |
| 6m 2027-04-28 | -50bp | 2.406 | 83.107 | 0.298 | +7.30% | +14.60% |
| -25bp | 2.656 | 81.022 | 0.298 | +4.62% | +9.25% |
| Unchanged (roll-down) | 2.906 | 78.992 | 0.298 | +2.02% | +4.04% |
| +25bp | 3.156 | 77.017 | 0.298 | -0.51% | -1.03% |
| +50bp | 3.406 | 75.095 | 0.298 | -2.98% | -5.96% |
| 12m 2027-10-28 | -50bp | 2.353 | 84.247 | 0.600 | +9.15% | +9.15% |
| -25bp | 2.603 | 82.227 | 0.600 | +6.56% | +6.56% |
| Unchanged (roll-down) | 2.853 | 80.258 | 0.600 | +4.03% | +4.03% |
| +25bp | 3.103 | 78.340 | 0.600 | +1.57% | +1.57% |
| +50bp | 3.353 | 76.471 | 0.600 | -0.83% | -0.83% |