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 11.9y） |
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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 2026-10-20・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 | 0.700 % |
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| Compound Yield | 0.6995 % |
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| Accrued Interest | 0.072877 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.39 |
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| Macaulay Duration | 11.43 |
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| DV01 | — |
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| Convexity | 139.0 |
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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 | 0.350 |
| 2027-09-20 | coupon | 0.350 |
| 2028-03-20 | coupon | 0.350 |
| …（19 omitted）… |
| 2038-03-20 | coupon | 0.350 |
| 2038-09-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 11.9y) | 3.040 % → ref. price 76.767 |
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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 | 2.513 | 81.778 | 0.176 | +6.75% | +27.00% |
| -25bp | 2.763 | 79.560 | 0.176 | +3.86% | +15.46% |
| Unchanged (roll-down) | 3.013 | 77.406 | 0.176 | +1.06% | +4.25% |
| +25bp | 3.263 | 75.315 | 0.176 | -1.66% | -6.64% |
| +50bp | 3.513 | 73.285 | 0.176 | -4.30% | -17.21% |
| 6m 2027-04-28 | -50bp | 2.487 | 82.343 | 0.352 | +7.71% | +15.43% |
| -25bp | 2.737 | 80.153 | 0.352 | +4.86% | +9.73% |
| Unchanged (roll-down) | 2.987 | 78.026 | 0.352 | +2.10% | +4.19% |
| +25bp | 3.237 | 75.959 | 0.352 | -0.59% | -1.19% |
| +50bp | 3.487 | 73.951 | 0.352 | -3.21% | -6.41% |
| 12m 2027-10-28 | -50bp | 2.433 | 83.484 | 0.700 | +9.65% | +9.65% |
| -25bp | 2.683 | 81.355 | 0.700 | +6.88% | +6.88% |
| Unchanged (roll-down) | 2.933 | 79.284 | 0.700 | +4.19% | +4.19% |
| +25bp | 3.183 | 77.270 | 0.700 | +1.57% | +1.57% |
| +50bp | 3.433 | 75.310 | 0.700 | -0.98% | -0.98% |