bonds / 20Y / JGB (20-Year) No. 170
Bond Information
| Name | JGB (20-Year) No. 170 |
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| ISIN | — |
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| Issue # | 170 |
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| Coupon (%) | 0.3% semi-annual |
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| Issue Date | 2019-10-25 |
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| Maturity | 2039-09-20 （Remaining 13.1y） |
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| Outstanding | ¥3.4T （2026-03-31・MOF） |
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| Total issued | ¥3.4T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒 |
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| SLF usage | last 30d —／ total ¥40.4B（last 2026-06-03・BOJ） |
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| BOJ Holding | ¥864.3B（25.4%）（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 | 0.300 % |
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| Compound Yield | 0.2997 % |
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| Accrued Interest | 0.128219 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.81 |
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| Macaulay Duration | 12.83 |
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| DV01 | — |
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| Convexity | 172.6 |
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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 | 0.150 |
| 2027-03-20 | coupon | 0.150 |
| 2027-09-20 | coupon | 0.150 |
| …（22 omitted）… |
| 2039-03-20 | coupon | 0.150 |
| 2039-09-20 | coupon + redemption | 100.150 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 13.1y) | 3.195 % → ref. price 69.231 |
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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 | 2.667 | 74.413 | -0.076 | +7.36% | +29.45% |
| -25bp | 2.917 | 72.147 | -0.076 | +4.10% | +16.38% |
| Unchanged (roll-down) | 3.167 | 69.953 | -0.076 | +0.93% | +3.73% |
| +25bp | 3.417 | 67.829 | -0.076 | -2.13% | -8.52% |
| +50bp | 3.667 | 65.774 | -0.076 | -5.09% | -20.37% |
| 6m 2027-02-23 | -50bp | 2.639 | 75.092 | 0.150 | +8.67% | +17.33% |
| -25bp | 2.889 | 72.847 | 0.150 | +5.43% | +10.86% |
| Unchanged (roll-down) | 3.139 | 70.673 | 0.150 | +2.30% | +4.59% |
| +25bp | 3.389 | 68.568 | 0.150 | -0.74% | -1.48% |
| +50bp | 3.639 | 66.528 | 0.150 | -3.68% | -7.36% |
| 12m 2027-08-23 | -50bp | 2.584 | 76.414 | 0.300 | +10.79% | +10.79% |
| -25bp | 2.834 | 74.216 | 0.300 | +7.62% | +7.62% |
| Unchanged (roll-down) | 3.084 | 72.084 | 0.300 | +4.55% | +4.55% |
| +25bp | 3.334 | 70.017 | 0.300 | +1.57% | +1.57% |
| +50bp | 3.584 | 68.012 | 0.300 | -1.32% | -1.32% |