bonds / 20Y / JGB (20-Year) No. 173
Bond Information
| Name | JGB (20-Year) No. 173 |
|---|
| ISIN | — |
|---|
| Issue # | 173 |
|---|
| Coupon (%) | 0.4% semi-annual |
|---|
| Issue Date | 2020-07-22 |
|---|
| Maturity | 2040-06-20 （Remaining 13.7y） |
|---|
| Outstanding | ¥4.4T （2026-03-31・MOF） |
|---|
| Total issued | ¥4.2T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d ¥3.9B／ total ¥39.6B（last 2026-10-19・BOJ） |
|---|
| BOJ Holding | ¥610.7B（13.8%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.400 % |
|---|
| Compound Yield | 0.3997 % |
|---|
| Accrued Interest | 0.142466 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 13.26 |
|---|
| Macaulay Duration | 13.28 |
|---|
| DV01 | — |
|---|
| Convexity | 185.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.200 |
| 2027-06-20 | coupon | 0.200 |
| 2027-12-20 | coupon | 0.200 |
| …（23 omitted）… |
| 2039-12-20 | coupon | 0.200 |
| 2040-06-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 13.6y) | 3.228 % → ref. price 68.967 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.701 | 74.268 | -0.100 | +7.53% | +30.10% |
| -25bp | 2.951 | 71.928 | -0.100 | +4.14% | +16.56% |
| Unchanged (roll-down) | 3.201 | 69.666 | -0.100 | +0.87% | +3.47% |
| +25bp | 3.451 | 67.480 | -0.100 | -2.30% | -9.19% |
| +50bp | 3.701 | 65.366 | -0.100 | -5.36% | -21.42% |
| 6m 2027-04-28 | -50bp | 2.674 | 74.912 | 0.199 | +8.89% | +17.78% |
| -25bp | 2.924 | 72.592 | 0.199 | +5.53% | +11.07% |
| Unchanged (roll-down) | 3.174 | 70.349 | 0.199 | +2.29% | +4.57% |
| +25bp | 3.424 | 68.179 | 0.199 | -0.85% | -1.71% |
| +50bp | 3.674 | 66.079 | 0.199 | -3.89% | -7.78% |
| 12m 2027-10-28 | -50bp | 2.621 | 76.210 | 0.400 | +11.06% | +11.06% |
| -25bp | 2.871 | 73.935 | 0.400 | +7.77% | +7.77% |
| Unchanged (roll-down) | 3.121 | 71.732 | 0.400 | +4.58% | +4.58% |
| +25bp | 3.371 | 69.598 | 0.400 | +1.49% | +1.49% |
| +50bp | 3.621 | 67.531 | 0.400 | -1.50% | -1.50% |