bonds / 20Y / JGB (20-Year) No. 160
Bond Information
| Name | JGB (20-Year) No. 160 |
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| ISIN | — |
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| Issue # | 160 |
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| Coupon (%) | 0.7% semi-annual |
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| Issue Date | 2017-03-21 |
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| Maturity | 2037-03-20 （Remaining 10.6y） |
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| Outstanding | ¥3.3T （2026-03-31・MOF） |
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| Total issued | ¥3.7T （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 ¥3.6B（last 2026-05-25・BOJ） |
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| BOJ Holding | ¥1.7T（50.9%）（as of 2026-08-10・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 | 0.700 % |
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| Compound Yield | 0.6994 % |
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| Accrued Interest | 0.299178 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.15 |
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| Macaulay Duration | 10.19 |
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| DV01 | — |
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| Convexity | 110.8 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.350 |
| 2027-03-20 | coupon | 0.350 |
| 2027-09-20 | coupon | 0.350 |
| …（17 omitted）… |
| 2036-09-20 | coupon | 0.350 |
| 2037-03-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 10.6y) | 2.918 % → ref. price 79.931 |
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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 2026-11-23 | -50bp | 2.390 | 84.613 | -0.176 | +5.62% | +22.46% |
| -25bp | 2.640 | 82.561 | -0.176 | +3.06% | +12.24% |
| Unchanged (roll-down) | 2.890 | 80.563 | -0.176 | +0.57% | +2.28% |
| +25bp | 3.140 | 78.617 | -0.176 | -1.86% | -7.43% |
| +50bp | 3.390 | 76.722 | -0.176 | -4.22% | -16.88% |
| 6m 2027-02-23 | -50bp | 2.362 | 85.173 | 0.350 | +6.97% | +13.94% |
| -25bp | 2.612 | 83.156 | 0.350 | +4.46% | +8.91% |
| Unchanged (roll-down) | 2.862 | 81.189 | 0.350 | +2.01% | +4.01% |
| +25bp | 3.112 | 79.273 | 0.350 | -0.38% | -0.77% |
| +50bp | 3.362 | 77.406 | 0.350 | -2.71% | -5.42% |
| 12m 2027-08-23 | -50bp | 2.294 | 86.353 | 0.700 | +8.88% | +8.88% |
| -25bp | 2.544 | 84.402 | 0.700 | +6.45% | +6.45% |
| Unchanged (roll-down) | 2.794 | 82.498 | 0.700 | +4.07% | +4.07% |
| +25bp | 3.044 | 80.641 | 0.700 | +1.76% | +1.76% |
| +50bp | 3.294 | 78.828 | 0.700 | -0.50% | -0.50% |