bonds / 20Y / JGB (20-Year) No. 192
Bond Information
| Name | JGB (20-Year) No. 192 |
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| ISIN | — |
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| Issue # | 192 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2025-04-16 |
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| Maturity | 2045-03-20 （Remaining 18.6y） |
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| Outstanding | ¥3T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥22.2B（last 2026-06-02・BOJ） |
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| BOJ Holding | ¥223.3B（7.4%）（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 | 2.400 % |
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| Compound Yield | 2.3980 % |
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| Accrued Interest | 1.025753 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.78 |
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| Macaulay Duration | 14.95 |
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| DV01 | — |
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| Convexity | 258.7 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …（33 omitted）… |
| 2044-09-20 | coupon | 1.200 |
| 2045-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 18.6y) | 3.631 % → ref. price 83.444 |
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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 | 3.115 | 90.051 | -0.605 | +7.11% | +28.43% |
| -25bp | 3.365 | 86.858 | -0.605 | +3.33% | +13.30% |
| Unchanged (roll-down) | 3.615 | 83.798 | -0.605 | -0.30% | -1.19% |
| +25bp | 3.865 | 80.865 | -0.605 | -3.77% | -15.07% |
| +50bp | 4.115 | 78.055 | -0.605 | -7.10% | -28.38% |
| 6m 2027-02-23 | -50bp | 3.099 | 90.356 | 1.200 | +9.60% | +19.21% |
| -25bp | 3.349 | 87.184 | 1.200 | +5.85% | +11.70% |
| Unchanged (roll-down) | 3.599 | 84.142 | 1.200 | +2.25% | +4.50% |
| +25bp | 3.849 | 81.227 | 1.200 | -1.20% | -2.41% |
| +50bp | 4.099 | 78.431 | 1.200 | -4.51% | -9.03% |
| 12m 2027-08-23 | -50bp | 3.069 | 90.937 | 2.400 | +11.71% | +11.71% |
| -25bp | 3.319 | 87.808 | 2.400 | +8.01% | +8.01% |
| Unchanged (roll-down) | 3.569 | 84.805 | 2.400 | +4.45% | +4.45% |
| +25bp | 3.819 | 81.923 | 2.400 | +1.04% | +1.04% |
| +50bp | 4.069 | 79.157 | 2.400 | -2.23% | -2.23% |