bonds / 20Y / JGB (20-Year) No. 168
Bond Information
| Name | JGB (20-Year) No. 168 |
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| ISIN | — |
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| Issue # | 168 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2019-04-17 |
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| Maturity | 2039-03-20 （Remaining 12.4y） |
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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 ¥16.2B／ total ¥61.2B（last 2026-09-30・BOJ） |
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| BOJ Holding | ¥1.1T（30.9%）（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 | 0.400 % |
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| Compound Yield | 0.3999 % |
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| Accrued Interest | 0.041644 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.08 |
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| Macaulay Duration | 12.11 |
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| DV01 | — |
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| Convexity | 154.3 |
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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 | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| 2028-03-20 | coupon | 0.200 |
| …（20 omitted）… |
| 2038-09-20 | coupon | 0.200 |
| 2039-03-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 12.4y) | 3.093 % → ref. price 72.434 |
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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 | 2.566 | 77.511 | 0.101 | +7.14% | +28.58% |
| -25bp | 2.816 | 75.285 | 0.101 | +4.07% | +16.29% |
| Unchanged (roll-down) | 3.066 | 73.126 | 0.101 | +1.09% | +4.37% |
| +25bp | 3.316 | 71.032 | 0.101 | -1.80% | -7.18% |
| +50bp | 3.566 | 69.002 | 0.101 | -4.60% | -18.38% |
| 6m 2027-04-28 | -50bp | 2.540 | 78.136 | 0.201 | +8.15% | +16.29% |
| -25bp | 2.790 | 75.935 | 0.201 | +5.11% | +10.21% |
| Unchanged (roll-down) | 3.040 | 73.799 | 0.201 | +2.16% | +4.32% |
| +25bp | 3.290 | 71.726 | 0.201 | -0.70% | -1.40% |
| +50bp | 3.540 | 69.716 | 0.201 | -3.47% | -6.95% |
| 12m 2027-10-28 | -50bp | 2.486 | 79.400 | 0.400 | +10.16% | +10.16% |
| -25bp | 2.736 | 77.252 | 0.400 | +7.20% | +7.20% |
| Unchanged (roll-down) | 2.986 | 75.165 | 0.400 | +4.32% | +4.32% |
| +25bp | 3.236 | 73.139 | 0.400 | +1.52% | +1.52% |
| +50bp | 3.486 | 71.170 | 0.400 | -1.19% | -1.19% |