bonds / 20Y / JGB (20-Year) No. 184
Bond Information
| Name | JGB (20-Year) No. 184 |
|---|
| ISIN | — |
|---|
| Issue # | 184 |
|---|
| Coupon (%) | 1.1% semi-annual |
|---|
| Issue Date | 2023-04-21 |
|---|
| Maturity | 2043-03-20 （Remaining 16.6y） |
|---|
| Outstanding | ¥3.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.8T （annual report, FY-end） |
|---|
| Statutory basis | 借換 |
|---|
| SLF usage | last 30d ¥8.4B／ total ¥17.2B（last 2026-08-20・BOJ） |
|---|
| BOJ Holding | ¥937.8B（24.6%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.100 % |
|---|
| Compound Yield | 1.0992 % |
|---|
| Accrued Interest | 0.470137 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 15.05 |
|---|
| Macaulay Duration | 15.13 |
|---|
| DV01 | — |
|---|
| Convexity | 248.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.550 |
| 2027-03-20 | coupon | 0.550 |
| 2027-09-20 | coupon | 0.550 |
| …（29 omitted）… |
| 2042-09-20 | coupon | 0.550 |
| 2043-03-20 | coupon + redemption | 100.550 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 16.6y) | 3.506 % → ref. price 69.921 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 2.991 | 75.703 | -0.277 | +7.82% | +31.28% |
| -25bp | 3.241 | 73.010 | -0.277 | +3.99% | +15.98% |
| Unchanged (roll-down) | 3.491 | 70.423 | -0.277 | +0.32% | +1.28% |
| +25bp | 3.741 | 67.937 | -0.277 | -3.21% | -12.85% |
| +50bp | 3.991 | 65.548 | -0.277 | -6.61% | -26.43% |
| 6m 2027-02-23 | -50bp | 2.975 | 76.166 | 0.550 | +9.65% | +19.31% |
| -25bp | 3.225 | 73.492 | 0.550 | +5.85% | +11.71% |
| Unchanged (roll-down) | 3.475 | 70.922 | 0.550 | +2.20% | +4.41% |
| +25bp | 3.725 | 68.450 | 0.550 | -1.31% | -2.62% |
| +50bp | 3.975 | 66.074 | 0.550 | -4.68% | -9.37% |
| 12m 2027-08-23 | -50bp | 2.944 | 77.069 | 1.100 | +11.72% | +11.72% |
| -25bp | 3.194 | 74.435 | 1.100 | +7.97% | +7.97% |
| Unchanged (roll-down) | 3.444 | 71.899 | 1.100 | +4.37% | +4.37% |
| +25bp | 3.694 | 69.458 | 1.100 | +0.91% | +0.91% |
| +50bp | 3.944 | 67.109 | 1.100 | -2.43% | -2.43% |