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 11.4y） |
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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 | ¥2.4T（48.1%）（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 | 0.500 % |
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| Compound Yield | 0.4998 % |
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| Accrued Interest | 0.052055 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.06 |
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| Macaulay Duration | 11.09 |
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| DV01 | — |
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| Convexity | 130.1 |
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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 | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| 2028-03-20 | coupon | 0.250 |
| …（18 omitted）… |
| 2037-09-20 | coupon | 0.250 |
| 2038-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 11.4y) | 2.986 % → ref. price 76.125 |
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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 | 2.459 | 80.996 | 0.126 | +6.56% | +26.24% |
| -25bp | 2.709 | 78.863 | 0.126 | +3.76% | +15.04% |
| Unchanged (roll-down) | 2.959 | 76.790 | 0.126 | +1.04% | +4.16% |
| +25bp | 3.209 | 74.775 | 0.126 | -1.61% | -6.42% |
| +50bp | 3.459 | 72.817 | 0.126 | -4.18% | -16.71% |
| 6m 2027-04-28 | -50bp | 2.433 | 81.586 | 0.251 | +7.50% | +15.00% |
| -25bp | 2.683 | 79.482 | 0.251 | +4.74% | +9.48% |
| Unchanged (roll-down) | 2.933 | 77.437 | 0.251 | +2.05% | +4.11% |
| +25bp | 3.183 | 75.447 | 0.251 | -0.56% | -1.12% |
| +50bp | 3.433 | 73.512 | 0.251 | -3.10% | -6.20% |
| 12m 2027-10-28 | -50bp | 2.379 | 82.776 | 0.500 | +9.39% | +9.39% |
| -25bp | 2.629 | 80.735 | 0.500 | +6.71% | +6.71% |
| Unchanged (roll-down) | 2.879 | 78.747 | 0.500 | +4.10% | +4.10% |
| +25bp | 3.129 | 76.812 | 0.500 | +1.56% | +1.56% |
| +50bp | 3.379 | 74.927 | 0.500 | -0.92% | -0.92% |