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 12.9y） |
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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 2026-10-20・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 | 0.300 % |
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| Compound Yield | 0.2998 % |
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| Accrued Interest | 0.031233 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.64 |
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| Macaulay Duration | 12.66 |
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| DV01 | — |
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| Convexity | 168.2 |
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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 | 0.150 |
| 2027-09-20 | coupon | 0.150 |
| 2028-03-20 | coupon | 0.150 |
| …（21 omitted）… |
| 2039-03-20 | coupon | 0.150 |
| 2039-09-20 | coupon + redemption | 100.150 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 12.9y) | 3.147 % → ref. price 69.992 |
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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 | 2.620 | 75.148 | 0.076 | +7.47% | +29.88% |
| -25bp | 2.870 | 72.889 | 0.076 | +4.25% | +16.98% |
| Unchanged (roll-down) | 3.120 | 70.702 | 0.076 | +1.12% | +4.49% |
| +25bp | 3.370 | 68.584 | 0.076 | -1.90% | -7.61% |
| +50bp | 3.620 | 66.533 | 0.076 | -4.83% | -19.33% |
| 6m 2027-04-28 | -50bp | 2.594 | 75.797 | 0.151 | +8.51% | +17.01% |
| -25bp | 2.844 | 73.561 | 0.151 | +5.31% | +10.62% |
| Unchanged (roll-down) | 3.094 | 71.394 | 0.151 | +2.22% | +4.44% |
| +25bp | 3.344 | 69.295 | 0.151 | -0.78% | -1.56% |
| +50bp | 3.594 | 67.261 | 0.151 | -3.69% | -7.37% |
| 12m 2027-10-28 | -50bp | 2.540 | 77.109 | 0.300 | +10.59% | +10.59% |
| -25bp | 2.790 | 74.922 | 0.300 | +7.47% | +7.47% |
| Unchanged (roll-down) | 3.040 | 72.800 | 0.300 | +4.44% | +4.44% |
| +25bp | 3.290 | 70.742 | 0.300 | +1.50% | +1.50% |
| +50bp | 3.540 | 68.745 | 0.300 | -1.35% | -1.35% |