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 11.3y） |
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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（47.8%）（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 | 10.87 |
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| Macaulay Duration | 10.91 |
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| DV01 | — |
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| Convexity | 126.3 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 11.3y) | 3.058 % → ref. price 76.701 |
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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 | 2.531 | 81.518 | 0.150 | +6.46% | +25.85% |
| -25bp | 2.781 | 79.406 | 0.150 | +3.72% | +14.86% |
| Unchanged (roll-down) | 3.031 | 77.354 | 0.150 | +1.04% | +4.18% |
| +25bp | 3.281 | 75.358 | 0.150 | -1.55% | -6.21% |
| +50bp | 3.531 | 73.417 | 0.150 | -4.08% | -16.32% |
| 6m 2027-03-13 | -50bp | 2.504 | 82.104 | 0.297 | +7.42% | +14.83% |
| -25bp | 2.754 | 80.022 | 0.297 | +4.71% | +9.42% |
| Unchanged (roll-down) | 3.004 | 77.996 | 0.297 | +2.07% | +4.14% |
| +25bp | 3.254 | 76.026 | 0.297 | -0.49% | -0.99% |
| +50bp | 3.504 | 74.108 | 0.297 | -2.99% | -5.98% |
| 12m 2027-09-13 | -50bp | 2.449 | 83.283 | 0.600 | +9.35% | +9.35% |
| -25bp | 2.699 | 81.264 | 0.600 | +6.72% | +6.72% |
| Unchanged (roll-down) | 2.949 | 79.298 | 0.600 | +4.16% | +4.16% |
| +25bp | 3.199 | 77.382 | 0.600 | +1.67% | +1.67% |
| +50bp | 3.449 | 75.516 | 0.600 | -0.76% | -0.76% |