bonds / 20Y / JGB (20-Year) No. 171
Bond Information
| Name | JGB (20-Year) No. 171 |
|---|
| ISIN | — |
|---|
| Issue # | 171 |
|---|
| Coupon (%) | 0.3% semi-annual |
|---|
| Issue Date | 2020-01-20 |
|---|
| Maturity | 2039-12-20 （Remaining 13.1y） |
|---|
| Outstanding | ¥2.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.3T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥27.5B（last 2026-07-30・BOJ） |
|---|
| BOJ Holding | ¥314.4B（11.3%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.300 % |
|---|
| Compound Yield | 0.2998 % |
|---|
| Accrued Interest | 0.106849 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 12.87 |
|---|
| Macaulay Duration | 12.89 |
|---|
| DV01 | — |
|---|
| Convexity | 174.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 13.1y) | 3.174 % → ref. price 69.288 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.647 | 74.488 | -0.075 | +7.38% | +29.54% |
| -25bp | 2.897 | 72.207 | -0.075 | +4.10% | +16.39% |
| Unchanged (roll-down) | 3.147 | 70.000 | -0.075 | +0.92% | +3.67% |
| +25bp | 3.397 | 67.864 | -0.075 | -2.16% | -8.64% |
| +50bp | 3.647 | 65.796 | -0.075 | -5.14% | -20.56% |
| 6m 2027-04-28 | -50bp | 2.621 | 75.141 | 0.149 | +8.65% | +17.30% |
| -25bp | 2.871 | 72.882 | 0.149 | +5.39% | +10.79% |
| Unchanged (roll-down) | 3.121 | 70.694 | 0.149 | +2.24% | +4.48% |
| +25bp | 3.371 | 68.576 | 0.149 | -0.81% | -1.62% |
| +50bp | 3.621 | 66.525 | 0.149 | -3.77% | -7.53% |
| 12m 2027-10-28 | -50bp | 2.567 | 76.459 | 0.300 | +10.77% | +10.77% |
| -25bp | 2.817 | 74.247 | 0.300 | +7.58% | +7.58% |
| Unchanged (roll-down) | 3.067 | 72.102 | 0.300 | +4.49% | +4.49% |
| +25bp | 3.317 | 70.023 | 0.300 | +1.49% | +1.49% |
| +50bp | 3.567 | 68.007 | 0.300 | -1.41% | -1.41% |