bonds / 20Y / JGB (20-Year) No. 172
Bond Information
| Name | JGB (20-Year) No. 172 |
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| ISIN | — |
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| Issue # | 172 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2020-04-22 |
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| Maturity | 2040-03-20 （Remaining 13.6y） |
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| Outstanding | ¥3.3T （2026-03-31・MOF） |
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| Total issued | ¥3.1T （annual report, FY-end） |
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| Statutory basis | 4条特例出納特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥81.8B（last 2026-07-21・BOJ） |
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| BOJ Holding | ¥269.7B（8.1%）（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 | 0.170959 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.19 |
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| Macaulay Duration | 13.21 |
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| DV01 | — |
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| Convexity | 183.7 |
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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 | 0.200 |
| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| …（23 omitted）… |
| 2039-09-20 | coupon | 0.200 |
| 2040-03-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 13.6y) | 3.251 % → ref. price 68.892 |
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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 | 2.723 | 74.175 | -0.101 | +7.50% | +30.01% |
| -25bp | 2.973 | 71.850 | -0.101 | +4.14% | +16.55% |
| Unchanged (roll-down) | 3.223 | 69.602 | -0.101 | +0.88% | +3.53% |
| +25bp | 3.473 | 67.429 | -0.101 | -2.26% | -9.06% |
| +50bp | 3.723 | 65.327 | -0.101 | -5.31% | -21.23% |
| 6m 2027-02-23 | -50bp | 2.695 | 74.843 | 0.200 | +8.91% | +17.81% |
| -25bp | 2.945 | 72.539 | 0.200 | +5.57% | +11.14% |
| Unchanged (roll-down) | 3.195 | 70.310 | 0.200 | +2.34% | +4.69% |
| +25bp | 3.445 | 68.153 | 0.200 | -0.78% | -1.56% |
| +50bp | 3.695 | 66.067 | 0.200 | -3.80% | -7.60% |
| 12m 2027-08-23 | -50bp | 2.640 | 76.147 | 0.400 | +11.08% | +11.08% |
| -25bp | 2.890 | 73.886 | 0.400 | +7.81% | +7.81% |
| Unchanged (roll-down) | 3.140 | 71.696 | 0.400 | +4.64% | +4.64% |
| +25bp | 3.390 | 69.575 | 0.400 | +1.57% | +1.57% |
| +50bp | 3.640 | 67.521 | 0.400 | -1.41% | -1.41% |