bonds / 20Y / JGB (20-Year) No. 167
Bond Information
| Name | JGB (20-Year) No. 167 |
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| ISIN | — |
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| Issue # | 167 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2019-01-25 |
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| Maturity | 2038-12-20 （Remaining 12.3y） |
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| Outstanding | ¥3.9T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （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 ¥28.9B（last 2026-03-19・BOJ） |
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| BOJ Holding | ¥1.4T（35.2%）（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 | 0.116438 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.88 |
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| Macaulay Duration | 11.91 |
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| DV01 | — |
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| Convexity | 149.9 |
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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 | 0.250 |
| 2027-06-20 | coupon | 0.250 |
| 2027-12-20 | coupon | 0.250 |
| …（20 omitted）… |
| 2038-06-20 | coupon | 0.250 |
| 2038-12-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 12.3y) | 3.166 % → ref. price 73.048 |
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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 | 2.639 | 78.073 | 0.125 | +7.04% | +28.15% |
| -25bp | 2.889 | 75.866 | 0.125 | +4.02% | +16.09% |
| Unchanged (roll-down) | 3.139 | 73.726 | 0.125 | +1.10% | +4.39% |
| +25bp | 3.389 | 71.651 | 0.125 | -1.74% | -6.96% |
| +50bp | 3.639 | 69.637 | 0.125 | -4.49% | -17.96% |
| 6m 2027-03-13 | -50bp | 2.612 | 78.693 | 0.247 | +8.05% | +16.11% |
| -25bp | 2.862 | 76.512 | 0.247 | +5.07% | +10.15% |
| Unchanged (roll-down) | 3.112 | 74.395 | 0.247 | +2.18% | +4.36% |
| +25bp | 3.362 | 72.341 | 0.247 | -0.63% | -1.26% |
| +50bp | 3.612 | 70.347 | 0.247 | -3.35% | -6.71% |
| 12m 2027-09-13 | -50bp | 2.558 | 79.948 | 0.500 | +10.11% | +10.11% |
| -25bp | 2.808 | 77.821 | 0.500 | +7.21% | +7.21% |
| Unchanged (roll-down) | 3.058 | 75.754 | 0.500 | +4.38% | +4.38% |
| +25bp | 3.308 | 73.746 | 0.500 | +1.64% | +1.64% |
| +50bp | 3.558 | 71.795 | 0.500 | -1.03% | -1.03% |