bonds / 20Y / JGB (20-Year) No. 162
Bond Information
| Name | JGB (20-Year) No. 162 |
|---|
| ISIN | — |
|---|
| Issue # | 162 |
|---|
| Coupon (%) | 0.6% semi-annual |
|---|
| Issue Date | 2017-09-20 |
|---|
| Maturity | 2037-09-20 （Remaining 11.1y） |
|---|
| Outstanding | ¥3.9T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.9T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒 |
|---|
| SLF usage | last 30d —／ total ¥37.6B（last 2026-04-01・BOJ） |
|---|
| BOJ Holding | ¥1.5T（37.9%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.600 % |
|---|
| Compound Yield | 0.5993 % |
|---|
| Accrued Interest | 0.256438 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 10.68 |
|---|
| Macaulay Duration | 10.71 |
|---|
| DV01 | — |
|---|
| Convexity | 122.1 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.300 |
| 2027-03-20 | coupon | 0.300 |
| 2027-09-20 | coupon | 0.300 |
| …（18 omitted）… |
| 2037-03-20 | coupon | 0.300 |
| 2037-09-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 11.1y) | 2.974 % → ref. price 77.718 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 2.446 | 82.525 | -0.151 | +5.97% | +23.88% |
| -25bp | 2.696 | 80.422 | -0.151 | +3.27% | +13.09% |
| Unchanged (roll-down) | 2.946 | 78.376 | -0.151 | +0.65% | +2.60% |
| +25bp | 3.196 | 76.386 | -0.151 | -1.90% | -7.61% |
| +50bp | 3.446 | 74.450 | -0.151 | -4.39% | -17.54% |
| 6m 2027-02-23 | -50bp | 2.418 | 83.116 | 0.300 | +7.31% | +14.61% |
| -25bp | 2.668 | 81.044 | 0.300 | +4.65% | +9.30% |
| Unchanged (roll-down) | 2.918 | 79.028 | 0.300 | +2.06% | +4.13% |
| +25bp | 3.168 | 77.065 | 0.300 | -0.45% | -0.91% |
| +50bp | 3.418 | 75.154 | 0.300 | -2.90% | -5.81% |
| 12m 2027-08-23 | -50bp | 2.363 | 84.259 | 0.600 | +9.16% | +9.16% |
| -25bp | 2.613 | 82.251 | 0.600 | +6.58% | +6.58% |
| Unchanged (roll-down) | 2.863 | 80.295 | 0.600 | +4.07% | +4.07% |
| +25bp | 3.113 | 78.388 | 0.600 | +1.63% | +1.63% |
| +50bp | 3.363 | 76.530 | 0.600 | -0.75% | -0.75% |