bonds / 20Y / JGB (20-Year) No. 167
Bond Information
| Name | JGB (20-Year) No. 167 |
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| ISIN | — |
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| Issue # | 167 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2019-01-25 |
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| Maturity | 2038-12-20 （Remaining 12.3y） |
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| Outstanding | ¥3.9T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （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 ¥28.9B（last 2026-03-19・BOJ） |
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| BOJ Holding | ¥1.4T（35.2%）（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 | 0.087671 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.94 |
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| Macaulay Duration | 11.97 |
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| DV01 | — |
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| Convexity | 151.3 |
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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 | 0.250 |
| 2027-06-20 | coupon | 0.250 |
| 2027-12-20 | coupon | 0.250 |
| …（20 omitted）… |
| 2038-06-20 | coupon | 0.250 |
| 2038-12-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 12.3y) | 3.112 % → ref. price 73.409 |
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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 | 2.584 | 78.484 | 0.126 | +7.08% | +28.31% |
| -25bp | 2.834 | 76.256 | 0.126 | +4.05% | +16.18% |
| Unchanged (roll-down) | 3.084 | 74.095 | 0.126 | +1.10% | +4.42% |
| +25bp | 3.334 | 71.999 | 0.126 | -1.75% | -6.99% |
| +50bp | 3.584 | 69.966 | 0.126 | -4.51% | -18.05% |
| 6m 2027-02-23 | -50bp | 2.556 | 79.119 | 0.251 | +8.11% | +16.22% |
| -25bp | 2.806 | 76.916 | 0.251 | +5.11% | +10.23% |
| Unchanged (roll-down) | 3.056 | 74.779 | 0.251 | +2.21% | +4.41% |
| +25bp | 3.306 | 72.705 | 0.251 | -0.62% | -1.23% |
| +50bp | 3.556 | 70.692 | 0.251 | -3.35% | -6.71% |
| 12m 2027-08-23 | -50bp | 2.501 | 80.351 | 0.500 | +10.13% | +10.13% |
| -25bp | 2.751 | 78.203 | 0.500 | +7.20% | +7.20% |
| Unchanged (roll-down) | 3.001 | 76.115 | 0.500 | +4.36% | +4.36% |
| +25bp | 3.251 | 74.087 | 0.500 | +1.60% | +1.60% |
| +50bp | 3.501 | 72.116 | 0.500 | -1.08% | -1.08% |