bonds / 20Y / JGB (20-Year) No. 177
Bond Information
| Name | JGB (20-Year) No. 177 |
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| ISIN | — |
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| Issue # | 177 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2021-07-14 |
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| Maturity | 2041-06-20 （Remaining 14.6y） |
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| Outstanding | ¥4.1T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （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 ¥80.1B（last 2026-09-14・BOJ） |
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| BOJ Holding | ¥528.4B（12.9%）（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 | 0.400 % |
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| Compound Yield | 0.3997 % |
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| Accrued Interest | 0.142466 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.20 |
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| Macaulay Duration | 14.23 |
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| DV01 | — |
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| Convexity | 212.7 |
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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 | 0.200 |
| 2027-06-20 | coupon | 0.200 |
| 2027-12-20 | coupon | 0.200 |
| …（25 omitted）… |
| 2040-12-20 | coupon | 0.200 |
| 2041-06-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 14.6y) | 3.335 % → ref. price 66.192 |
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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 | 2.808 | 71.633 | -0.100 | +8.05% | +32.21% |
| -25bp | 3.058 | 69.220 | -0.100 | +4.41% | +17.66% |
| Unchanged (roll-down) | 3.308 | 66.893 | -0.100 | +0.91% | +3.62% |
| +25bp | 3.558 | 64.648 | -0.100 | -2.48% | -9.91% |
| +50bp | 3.808 | 62.483 | -0.100 | -5.74% | -22.96% |
| 6m 2027-04-28 | -50bp | 2.781 | 72.286 | 0.199 | +9.49% | +18.98% |
| -25bp | 3.031 | 69.890 | 0.199 | +5.87% | +11.75% |
| Unchanged (roll-down) | 3.281 | 67.577 | 0.199 | +2.39% | +4.78% |
| +25bp | 3.531 | 65.346 | 0.199 | -0.98% | -1.95% |
| +50bp | 3.781 | 63.192 | 0.199 | -4.22% | -8.44% |
| 12m 2027-10-28 | -50bp | 2.728 | 73.608 | 0.400 | +11.78% | +11.78% |
| -25bp | 2.978 | 71.248 | 0.400 | +8.23% | +8.23% |
| Unchanged (roll-down) | 3.228 | 68.968 | 0.400 | +4.79% | +4.79% |
| +25bp | 3.478 | 66.765 | 0.400 | +1.47% | +1.47% |
| +50bp | 3.728 | 64.637 | 0.400 | -1.74% | -1.74% |