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 12.2y） |
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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（35.3%）（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 | 0.4996 % |
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| Accrued Interest | 0.178082 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.76 |
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| Macaulay Duration | 11.79 |
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| DV01 | — |
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| Convexity | 147.0 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 12.1y) | 3.067 % → ref. price 74.116 |
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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 | 2.540 | 79.157 | -0.125 | +6.62% | +26.47% |
| -25bp | 2.790 | 76.941 | -0.125 | +3.63% | +14.54% |
| Unchanged (roll-down) | 3.040 | 74.791 | -0.125 | +0.74% | +2.96% |
| +25bp | 3.290 | 72.704 | -0.125 | -2.07% | -8.27% |
| +50bp | 3.540 | 70.680 | -0.125 | -4.79% | -19.17% |
| 6m 2027-04-28 | -50bp | 2.514 | 79.763 | 0.249 | +7.94% | +15.87% |
| -25bp | 2.764 | 77.573 | 0.249 | +4.99% | +9.98% |
| Unchanged (roll-down) | 3.014 | 75.447 | 0.249 | +2.13% | +4.25% |
| +25bp | 3.264 | 73.383 | 0.249 | -0.65% | -1.30% |
| +50bp | 3.514 | 71.380 | 0.249 | -3.35% | -6.70% |
| 12m 2027-10-28 | -50bp | 2.460 | 80.981 | 0.500 | +9.91% | +9.91% |
| -25bp | 2.710 | 78.847 | 0.500 | +7.04% | +7.04% |
| Unchanged (roll-down) | 2.960 | 76.774 | 0.500 | +4.25% | +4.25% |
| +25bp | 3.210 | 74.759 | 0.500 | +1.54% | +1.54% |
| +50bp | 3.460 | 72.800 | 0.500 | -1.10% | -1.10% |