bonds / 20Y / JGB (20-Year) No. 164
Bond Information
| Name | JGB (20-Year) No. 164 |
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| ISIN | — |
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| Issue # | 164 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2018-03-20 |
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| Maturity | 2038-03-20 （Remaining 11.5y） |
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| Outstanding | ¥4.9T （2026-03-31・MOF） |
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| Total issued | ¥4.8T （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 ¥1.2B（last 2026-01-22・BOJ） |
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| BOJ Holding | ¥2.3T（47.6%）（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 | 0.500 % |
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| Compound Yield | 0.4996 % |
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| Accrued Interest | 0.242466 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.16 |
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| Macaulay Duration | 11.19 |
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| DV01 | — |
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| Convexity | 132.6 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（19 omitted）… |
| 2037-09-20 | coupon | 0.250 |
| 2038-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 11.5y) | 3.085 % → ref. price 75.091 |
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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 | 2.557 | 79.957 | -0.127 | +6.29% | +25.16% |
| -25bp | 2.807 | 77.830 | -0.127 | +3.47% | +13.87% |
| Unchanged (roll-down) | 3.057 | 75.764 | -0.127 | +0.72% | +2.90% |
| +25bp | 3.307 | 73.756 | -0.127 | -1.94% | -7.76% |
| +50bp | 3.557 | 71.805 | -0.127 | -4.53% | -18.12% |
| 6m 2027-03-13 | -50bp | 2.531 | 80.564 | 0.246 | +7.59% | +15.18% |
| -25bp | 2.781 | 78.466 | 0.246 | +4.81% | +9.61% |
| Unchanged (roll-down) | 3.031 | 76.425 | 0.246 | +2.10% | +4.20% |
| +25bp | 3.281 | 74.442 | 0.246 | -0.54% | -1.07% |
| +50bp | 3.531 | 72.513 | 0.246 | -3.10% | -6.19% |
| 12m 2027-09-13 | -50bp | 2.476 | 81.789 | 0.500 | +9.56% | +9.56% |
| -25bp | 2.726 | 79.751 | 0.500 | +6.85% | +6.85% |
| Unchanged (roll-down) | 2.976 | 77.766 | 0.500 | +4.22% | +4.22% |
| +25bp | 3.226 | 75.835 | 0.500 | +1.65% | +1.65% |
| +50bp | 3.476 | 73.955 | 0.500 | -0.84% | -0.84% |