bonds / 20Y / JGB (20-Year) No. 170
Bond Information
| Name | JGB (20-Year) No. 170 |
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| ISIN | — |
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| Issue # | 170 |
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| Coupon (%) | 0.3% semi-annual |
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| Issue Date | 2019-10-25 |
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| Maturity | 2039-09-20 （Remaining 13y） |
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| Outstanding | ¥3.4T （2026-03-31・MOF） |
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| Total issued | ¥3.4T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒 |
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| SLF usage | last 30d —／ total ¥40.4B（last 2026-06-03・BOJ） |
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| BOJ Holding | ¥864.3B（25.4%）（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 | 0.300 % |
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| Compound Yield | 0.2997 % |
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| Accrued Interest | 0.145479 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.75 |
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| Macaulay Duration | 12.77 |
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| DV01 | — |
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| Convexity | 171.1 |
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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 | 0.150 |
| 2027-03-20 | coupon | 0.150 |
| 2027-09-20 | coupon | 0.150 |
| …（22 omitted）… |
| 2039-03-20 | coupon | 0.150 |
| 2039-09-20 | coupon + redemption | 100.150 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 13.0y) | 3.248 % → ref. price 68.887 |
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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 | 2.721 | 74.017 | -0.076 | +7.32% | +29.28% |
| -25bp | 2.971 | 71.773 | -0.076 | +4.07% | +16.28% |
| Unchanged (roll-down) | 3.221 | 69.600 | -0.076 | +0.92% | +3.69% |
| +25bp | 3.471 | 67.497 | -0.076 | -2.12% | -8.50% |
| +50bp | 3.721 | 65.460 | -0.076 | -5.07% | -20.30% |
| 6m 2027-03-13 | -50bp | 2.694 | 74.680 | 0.148 | +8.61% | +17.21% |
| -25bp | 2.944 | 72.457 | 0.148 | +5.39% | +10.77% |
| Unchanged (roll-down) | 3.194 | 70.304 | 0.148 | +2.27% | +4.53% |
| +25bp | 3.444 | 68.218 | 0.148 | -0.76% | -1.51% |
| +50bp | 3.694 | 66.197 | 0.148 | -3.68% | -7.37% |
| 12m 2027-09-13 | -50bp | 2.639 | 76.024 | 0.300 | +10.77% | +10.77% |
| -25bp | 2.889 | 73.848 | 0.300 | +7.62% | +7.62% |
| Unchanged (roll-down) | 3.139 | 71.737 | 0.300 | +4.56% | +4.56% |
| +25bp | 3.389 | 69.690 | 0.300 | +1.60% | +1.60% |
| +50bp | 3.639 | 67.704 | 0.300 | -1.28% | -1.28% |