bonds / 20Y / JGB (20-Year) No. 166
Bond Information
| Name | JGB (20-Year) No. 166 |
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| ISIN | — |
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| Issue # | 166 |
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| Coupon (%) | 0.7% semi-annual |
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| Issue Date | 2018-10-19 |
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| Maturity | 2038-09-20 （Remaining 12y） |
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| Outstanding | ¥3.6T （2026-03-31・MOF） |
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| Total issued | ¥3.6T （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 ¥28B（last 2026-03-18・BOJ） |
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| BOJ Holding | ¥1.3T（35.5%）（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 | 0.700 % |
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| Compound Yield | 0.6993 % |
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| Accrued Interest | 0.339452 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.48 |
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| Macaulay Duration | 11.52 |
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| DV01 | — |
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| Convexity | 141.4 |
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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 | 0.350 |
| 2027-03-20 | coupon | 0.350 |
| 2027-09-20 | coupon | 0.350 |
| …（20 omitted）… |
| 2038-03-20 | coupon | 0.350 |
| 2038-09-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 12.0y) | 3.139 % → ref. price 75.714 |
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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 | 2.612 | 80.715 | -0.178 | +6.34% | +25.37% |
| -25bp | 2.862 | 78.505 | -0.178 | +3.44% | +13.75% |
| Unchanged (roll-down) | 3.112 | 76.361 | -0.178 | +0.62% | +2.47% |
| +25bp | 3.362 | 74.279 | -0.178 | -2.12% | -8.48% |
| +50bp | 3.612 | 72.258 | -0.178 | -4.78% | -19.11% |
| 6m 2027-03-13 | -50bp | 2.585 | 81.298 | 0.344 | +7.80% | +15.59% |
| -25bp | 2.835 | 79.116 | 0.344 | +4.93% | +9.85% |
| Unchanged (roll-down) | 3.085 | 76.996 | 0.344 | +2.14% | +4.28% |
| +25bp | 3.335 | 74.938 | 0.344 | -0.57% | -1.13% |
| +50bp | 3.585 | 72.938 | 0.344 | -3.20% | -6.39% |
| 12m 2027-09-13 | -50bp | 2.531 | 82.473 | 0.700 | +9.81% | +9.81% |
| -25bp | 2.781 | 80.348 | 0.700 | +7.01% | +7.01% |
| Unchanged (roll-down) | 3.031 | 78.283 | 0.700 | +4.30% | +4.30% |
| +25bp | 3.281 | 76.275 | 0.700 | +1.66% | +1.66% |
| +50bp | 3.531 | 74.321 | 0.700 | -0.91% | -0.91% |