bonds / 20Y / JGB (20-Year) No. 171
Bond Information
| Name | JGB (20-Year) No. 171 |
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| ISIN | — |
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| Issue # | 171 |
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| Coupon (%) | 0.3% semi-annual |
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| Issue Date | 2020-01-20 |
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| Maturity | 2039-12-20 （Remaining 13.3y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| Total issued | ¥3.3T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥27.5B（last 2026-07-30・BOJ） |
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| BOJ Holding | ¥310.9B（11.2%）（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 | 0.300 % |
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| Compound Yield | 0.2998 % |
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| Accrued Interest | 0.069863 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.00 |
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| Macaulay Duration | 13.02 |
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| DV01 | — |
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| Convexity | 177.7 |
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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 | 0.150 |
| 2027-06-20 | coupon | 0.150 |
| 2027-12-20 | coupon | 0.150 |
| …（22 omitted）… |
| 2039-06-20 | coupon | 0.150 |
| 2039-12-20 | coupon + redemption | 100.150 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 13.3y) | 3.275 % → ref. price 68.175 |
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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 | 2.748 | 73.344 | 0.075 | +7.68% | +30.74% |
| -25bp | 2.998 | 71.079 | 0.075 | +4.37% | +17.46% |
| Unchanged (roll-down) | 3.248 | 68.888 | 0.075 | +1.15% | +4.62% |
| +25bp | 3.498 | 66.767 | 0.075 | -1.95% | -7.81% |
| +50bp | 3.748 | 64.716 | 0.075 | -4.96% | -19.83% |
| 6m 2027-03-13 | -50bp | 2.721 | 74.010 | 0.148 | +8.77% | +17.54% |
| -25bp | 2.971 | 71.765 | 0.148 | +5.48% | +10.96% |
| Unchanged (roll-down) | 3.221 | 69.592 | 0.148 | +2.29% | +4.59% |
| +25bp | 3.471 | 67.489 | 0.148 | -0.79% | -1.58% |
| +50bp | 3.721 | 65.452 | 0.148 | -3.77% | -7.54% |
| 12m 2027-09-13 | -50bp | 2.666 | 75.361 | 0.300 | +10.97% | +10.97% |
| -25bp | 2.916 | 73.161 | 0.300 | +7.75% | +7.75% |
| Unchanged (roll-down) | 3.166 | 71.029 | 0.300 | +4.62% | +4.62% |
| +25bp | 3.416 | 68.962 | 0.300 | +1.59% | +1.59% |
| +50bp | 3.666 | 66.959 | 0.300 | -1.34% | -1.34% |