bonds / 20Y / JGB (20-Year) No. 178
Bond Information
| Name | JGB (20-Year) No. 178 |
|---|
| ISIN | — |
|---|
| Issue # | 178 |
|---|
| Coupon (%) | 0.5% semi-annual |
|---|
| Issue Date | 2021-10-20 |
|---|
| Maturity | 2041-09-20 (Remaining 15.1y) |
|---|
| Outstanding | ¥3.8T (2026-03-31・MOF) |
|---|
| Total issued | ¥3.9T (annual report, FY-end) |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d ¥1.8B/ total ¥33.4B(last 2026-08-10・BOJ) |
|---|
| BOJ Holding | ¥236.2B(6.2%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.500 % |
|---|
| Compound Yield | 0.4995 % |
|---|
| Accrued Interest | 0.213699 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 14.48 |
|---|
| Macaulay Duration | 14.52 |
|---|
| DV01 | — |
|---|
| Convexity | 222.5 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …(26 omitted)… |
| 2041-03-20 | coupon | 0.250 |
| 2041-09-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 15.1y) | 3.414 % → ref. price 65.858 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 2.890 | 71.325 | -0.126 | +8.08% | +32.33% |
| -25bp | 3.140 | 68.876 | -0.126 | +4.38% | +17.51% |
| Unchanged (roll-down) | 3.390 | 66.518 | -0.126 | +0.81% | +3.23% |
| +25bp | 3.640 | 64.245 | -0.126 | -2.63% | -10.53% |
| +50bp | 3.890 | 62.055 | -0.126 | -5.95% | -23.79% |
| 6m 2027-02-23 | -50bp | 2.862 | 71.994 | 0.250 | +9.66% | +19.33% |
| -25bp | 3.112 | 69.561 | 0.250 | +5.98% | +11.97% |
| Unchanged (roll-down) | 3.362 | 67.215 | 0.250 | +2.43% | +4.87% |
| +25bp | 3.612 | 64.954 | 0.250 | -0.99% | -1.98% |
| +50bp | 3.862 | 62.774 | 0.250 | -4.29% | -8.58% |
| 12m 2027-08-23 | -50bp | 2.807 | 73.301 | 0.500 | +12.02% | +12.02% |
| -25bp | 3.057 | 70.901 | 0.500 | +8.39% | +8.39% |
| Unchanged (roll-down) | 3.307 | 68.585 | 0.500 | +4.88% | +4.88% |
| +25bp | 3.557 | 66.349 | 0.500 | +1.50% | +1.50% |
| +50bp | 3.807 | 64.191 | 0.500 | -1.77% | -1.77% |