bonds / 20Y / JGB (20-Year) No. 166
Bond Information
| Name | JGB (20-Year) No. 166 |
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| ISIN | — |
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| Issue # | 166 |
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| Coupon (%) | 0.7% semi-annual |
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| Issue Date | 2018-10-19 |
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| Maturity | 2038-09-20 （Remaining 12.1y） |
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| Outstanding | ¥3.6T （2026-03-31・MOF） |
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| Total issued | ¥3.6T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| SLF usage | last 30d —／ total ¥28B（last 2026-03-18・BOJ） |
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| BOJ Holding | ¥1.3T（35.5%）（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 | 0.6993 % |
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| Accrued Interest | 0.299178 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.53 |
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| Macaulay Duration | 11.58 |
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| DV01 | — |
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| Convexity | 142.7 |
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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 |
| …（20 omitted）… |
| 2038-03-20 | coupon | 0.350 |
| 2038-09-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 12.1y) | 3.085 % → ref. price 76.089 |
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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 | 2.557 | 81.141 | -0.176 | +6.38% | +25.53% |
| -25bp | 2.807 | 78.909 | -0.176 | +3.46% | +13.85% |
| Unchanged (roll-down) | 3.057 | 76.743 | -0.176 | +0.63% | +2.50% |
| +25bp | 3.307 | 74.641 | -0.176 | -2.13% | -8.50% |
| +50bp | 3.557 | 72.601 | -0.176 | -4.80% | -19.19% |
| 6m 2027-02-23 | -50bp | 2.529 | 81.737 | 0.350 | +7.85% | +15.70% |
| -25bp | 2.779 | 79.533 | 0.350 | +4.97% | +9.93% |
| Unchanged (roll-down) | 3.029 | 77.392 | 0.350 | +2.16% | +4.33% |
| +25bp | 3.279 | 75.314 | 0.350 | -0.56% | -1.11% |
| +50bp | 3.529 | 73.296 | 0.350 | -3.20% | -6.40% |
| 12m 2027-08-23 | -50bp | 2.474 | 82.889 | 0.700 | +9.82% | +9.82% |
| -25bp | 2.724 | 80.743 | 0.700 | +7.01% | +7.01% |
| Unchanged (roll-down) | 2.974 | 78.656 | 0.700 | +4.28% | +4.28% |
| +25bp | 3.224 | 76.627 | 0.700 | +1.62% | +1.62% |
| +50bp | 3.474 | 74.655 | 0.700 | -0.96% | -0.96% |