bonds / 20Y / JGB (20-Year) No. 177
Bond Information
| Name | JGB (20-Year) No. 177 |
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| ISIN | — |
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| Issue # | 177 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2021-07-14 |
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| Maturity | 2041-06-20 （Remaining 14.8y） |
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| Outstanding | ¥4.1T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （annual report, FY-end） |
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| Statutory basis | 借換前倒財投 |
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| SLF usage | last 30d ¥32.9B／ total ¥75.7B（last 2026-07-31・BOJ） |
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| BOJ Holding | ¥528.4B（12.9%）（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 | 0.400 % |
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| Compound Yield | 0.3997 % |
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| Accrued Interest | 0.070137 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.38 |
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| Macaulay Duration | 14.41 |
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| DV01 | — |
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| Convexity | 218.0 |
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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 | 0.200 |
| 2027-06-20 | coupon | 0.200 |
| 2027-12-20 | coupon | 0.200 |
| …（25 omitted）… |
| 2040-12-20 | coupon | 0.200 |
| 2041-06-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 14.8y) | 3.390 % → ref. price 65.364 |
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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 | 2.862 | 70.814 | 0.101 | +8.48% | +33.93% |
| -25bp | 3.112 | 68.401 | 0.101 | +4.79% | +19.18% |
| Unchanged (roll-down) | 3.362 | 66.075 | 0.101 | +1.24% | +4.96% |
| +25bp | 3.612 | 63.833 | 0.101 | -2.19% | -8.74% |
| +50bp | 3.862 | 61.672 | 0.101 | -5.49% | -21.96% |
| 6m 2027-02-23 | -50bp | 2.834 | 71.495 | 0.201 | +9.68% | +19.35% |
| -25bp | 3.084 | 69.098 | 0.201 | +6.01% | +12.03% |
| Unchanged (roll-down) | 3.334 | 66.786 | 0.201 | +2.48% | +4.96% |
| +25bp | 3.584 | 64.556 | 0.201 | -0.93% | -1.86% |
| +50bp | 3.834 | 62.405 | 0.201 | -4.22% | -8.43% |
| 12m 2027-08-23 | -50bp | 2.779 | 72.828 | 0.400 | +12.02% | +12.02% |
| -25bp | 3.029 | 70.465 | 0.400 | +8.41% | +8.41% |
| Unchanged (roll-down) | 3.279 | 68.183 | 0.400 | +4.92% | +4.92% |
| +25bp | 3.529 | 65.979 | 0.400 | +1.55% | +1.55% |
| +50bp | 3.779 | 63.851 | 0.400 | -1.70% | -1.70% |