bonds / 20Y / JGB (20-Year) No. 176
Bond Information
| Name | JGB (20-Year) No. 176 |
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| ISIN | — |
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| Issue # | 176 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2021-04-21 |
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| Maturity | 2041-03-20 (Remaining 14.4y) |
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| Outstanding | ¥3.6T (2026-03-31・MOF) |
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| Total issued | ¥3.8T (annual report, FY-end) |
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| Statutory basis | 借換前倒財投 |
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| SLF usage | last 30d —/ total ¥44.7B(last 2026-08-07・BOJ) |
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| BOJ Holding | ¥774.3B(21.2%)(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 | 0.500 % |
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| Compound Yield | 0.4998 % |
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| Accrued Interest | 0.052055 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.87 |
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| Macaulay Duration | 13.91 |
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| DV01 | — |
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| Convexity | 203.8 |
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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 | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| 2028-03-20 | coupon | 0.250 |
| …(24 omitted)… |
| 2040-09-20 | coupon | 0.250 |
| 2041-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 14.4y) | 3.308 % → ref. price 68.031 |
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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 | 2.781 | 73.464 | 0.126 | +8.17% | +32.66% |
| -25bp | 3.031 | 71.049 | 0.126 | +4.62% | +18.47% |
| Unchanged (roll-down) | 3.281 | 68.717 | 0.126 | +1.19% | +4.77% |
| +25bp | 3.531 | 66.468 | 0.126 | -2.11% | -8.44% |
| +50bp | 3.781 | 64.296 | 0.126 | -5.30% | -21.20% |
| 6m 2027-04-28 | -50bp | 2.754 | 74.099 | 0.251 | +9.28% | +18.56% |
| -25bp | 3.004 | 71.701 | 0.251 | +5.76% | +11.52% |
| Unchanged (roll-down) | 3.254 | 69.386 | 0.251 | +2.36% | +4.72% |
| +25bp | 3.504 | 67.151 | 0.251 | -0.92% | -1.85% |
| +50bp | 3.754 | 64.992 | 0.251 | -4.09% | -8.19% |
| 12m 2027-10-28 | -50bp | 2.701 | 75.387 | 0.500 | +11.54% | +11.54% |
| -25bp | 2.951 | 73.029 | 0.500 | +8.08% | +8.08% |
| Unchanged (roll-down) | 3.201 | 70.750 | 0.500 | +4.73% | +4.73% |
| +25bp | 3.451 | 68.546 | 0.500 | +1.49% | +1.49% |
| +50bp | 3.701 | 66.416 | 0.500 | -1.64% | -1.64% |