bonds / 20Y / JGB (20-Year) No. 161
Bond Information
| Name | JGB (20-Year) No. 161 |
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| ISIN | — |
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| Issue # | 161 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2017-06-20 |
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| Maturity | 2037-06-20 （Remaining 10.8y） |
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| Outstanding | ¥3.8T （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 |
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| STRIPS principal | ¥100M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥38.7B（last 2026-01-20・BOJ） |
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| BOJ Holding | ¥1.9T（51.8%）（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 | 0.600 % |
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| Compound Yield | 0.5995 % |
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| Accrued Interest | 0.105205 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.46 |
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| Macaulay Duration | 10.49 |
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| DV01 | — |
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| Convexity | 117.0 |
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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 | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …（17 omitted）… |
| 2036-12-20 | coupon | 0.300 |
| 2037-06-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 10.8y) | 2.946 % → ref. price 78.375 |
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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 | 2.418 | 83.115 | 0.151 | +6.23% | +24.93% |
| -25bp | 2.668 | 81.044 | 0.151 | +3.59% | +14.37% |
| Unchanged (roll-down) | 2.918 | 79.027 | 0.151 | +1.02% | +4.09% |
| +25bp | 3.168 | 77.064 | 0.151 | -1.48% | -5.91% |
| +50bp | 3.418 | 75.153 | 0.151 | -3.91% | -15.65% |
| 6m 2027-02-23 | -50bp | 2.390 | 83.701 | 0.302 | +7.17% | +14.34% |
| -25bp | 2.640 | 81.661 | 0.302 | +4.57% | +9.14% |
| Unchanged (roll-down) | 2.890 | 79.675 | 0.302 | +2.04% | +4.08% |
| +25bp | 3.140 | 77.740 | 0.302 | -0.42% | -0.85% |
| +50bp | 3.390 | 75.856 | 0.302 | -2.83% | -5.65% |
| 12m 2027-08-23 | -50bp | 2.330 | 84.874 | 0.600 | +9.04% | +9.04% |
| -25bp | 2.580 | 82.899 | 0.600 | +6.53% | +6.53% |
| Unchanged (roll-down) | 2.830 | 80.974 | 0.600 | +4.08% | +4.08% |
| +25bp | 3.080 | 79.096 | 0.600 | +1.68% | +1.68% |
| +50bp | 3.330 | 77.266 | 0.600 | -0.65% | -0.65% |