bonds / 20Y / JGB (20-Year) No. 163
Bond Information
| Name | JGB (20-Year) No. 163 |
|---|
| ISIN | — |
|---|
| Issue # | 163 |
|---|
| Coupon (%) | 0.6% semi-annual |
|---|
| Issue Date | 2017-12-20 |
|---|
| Maturity | 2037-12-20 （Remaining 11.3y） |
|---|
| Outstanding | ¥3.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.8T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥4.1B（last 2025-12-03・BOJ） |
|---|
| BOJ Holding | ¥1.8T（47.8%）（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 | 0.5995 % |
|---|
| Accrued Interest | 0.105205 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 10.93 |
|---|
| Macaulay Duration | 10.96 |
|---|
| DV01 | — |
|---|
| Convexity | 127.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …（18 omitted）… |
| 2037-06-20 | coupon | 0.300 |
| 2037-12-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 11.3y) | 3.001 % → ref. price 77.068 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 2.473 | 81.934 | 0.151 | +6.50% | +26.00% |
| -25bp | 2.723 | 79.801 | 0.151 | +3.74% | +14.95% |
| Unchanged (roll-down) | 2.973 | 77.727 | 0.151 | +1.05% | +4.20% |
| +25bp | 3.223 | 75.711 | 0.151 | -1.56% | -6.25% |
| +50bp | 3.473 | 73.751 | 0.151 | -4.10% | -16.41% |
| 6m 2027-02-23 | -50bp | 2.445 | 82.531 | 0.302 | +7.47% | +14.94% |
| -25bp | 2.695 | 80.428 | 0.302 | +4.74% | +9.49% |
| Unchanged (roll-down) | 2.945 | 78.383 | 0.302 | +2.09% | +4.19% |
| +25bp | 3.195 | 76.393 | 0.302 | -0.48% | -0.97% |
| +50bp | 3.445 | 74.457 | 0.302 | -2.99% | -5.98% |
| 12m 2027-08-23 | -50bp | 2.390 | 83.687 | 0.600 | +9.35% | +9.35% |
| -25bp | 2.640 | 81.647 | 0.600 | +6.71% | +6.71% |
| Unchanged (roll-down) | 2.890 | 79.660 | 0.600 | +4.14% | +4.14% |
| +25bp | 3.140 | 77.724 | 0.600 | +1.63% | +1.63% |
| +50bp | 3.390 | 75.840 | 0.600 | -0.81% | -0.81% |