bonds / 20Y / JGB (20-Year) No. 164
Bond Information
| Name | JGB (20-Year) No. 164 |
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| ISIN | — |
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| Issue # | 164 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2018-03-20 |
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| Maturity | 2038-03-20 （Remaining 11.6y） |
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| Outstanding | ¥4.9T （2026-03-31・MOF） |
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| Total issued | ¥4.8T （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 ¥1.2B（last 2026-01-22・BOJ） |
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| BOJ Holding | ¥2.3T（47.6%）（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 | 0.500 % |
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| Compound Yield | 0.4996 % |
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| Accrued Interest | 0.213699 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.21 |
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| Macaulay Duration | 11.24 |
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| DV01 | — |
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| Convexity | 133.9 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（19 omitted）… |
| 2037-09-20 | coupon | 0.250 |
| 2038-03-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 11.6y) | 3.029 % → ref. price 75.452 |
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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 | 2.501 | 80.367 | -0.126 | +6.33% | +25.32% |
| -25bp | 2.751 | 78.219 | -0.126 | +3.49% | +13.96% |
| Unchanged (roll-down) | 3.001 | 76.132 | -0.126 | +0.73% | +2.93% |
| +25bp | 3.251 | 74.104 | -0.126 | -1.95% | -7.79% |
| +50bp | 3.501 | 72.134 | -0.126 | -4.55% | -18.21% |
| 6m 2027-02-23 | -50bp | 2.473 | 80.986 | 0.250 | +7.65% | +15.29% |
| -25bp | 2.723 | 78.867 | 0.250 | +4.84% | +9.69% |
| Unchanged (roll-down) | 2.973 | 76.807 | 0.250 | +2.12% | +4.24% |
| +25bp | 3.223 | 74.804 | 0.250 | -0.53% | -1.05% |
| +50bp | 3.473 | 72.857 | 0.250 | -3.10% | -6.20% |
| 12m 2027-08-23 | -50bp | 2.418 | 82.188 | 0.500 | +9.56% | +9.56% |
| -25bp | 2.668 | 80.128 | 0.500 | +6.84% | +6.84% |
| Unchanged (roll-down) | 2.918 | 78.123 | 0.500 | +4.19% | +4.19% |
| +25bp | 3.168 | 76.172 | 0.500 | +1.61% | +1.61% |
| +50bp | 3.418 | 74.273 | 0.500 | -0.90% | -0.90% |