bonds / 20Y / JGB (20-Year) No. 195
Bond Information
| Name | JGB (20-Year) No. 195 |
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| ISIN | — |
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| Issue # | 195 |
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| Coupon (%) | 3.2% semi-annual |
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| Issue Date | 2026-01-21 |
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| Maturity | 2045-12-20 （Remaining 19.3y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥6.8B（last 2026-05-18・BOJ） |
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| BOJ Holding | ¥27.8B（1.1%）（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 | 3.200 % |
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| Compound Yield | 3.1973 % |
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| Accrued Interest | 0.561096 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.26 |
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| Macaulay Duration | 14.49 |
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| DV01 | — |
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| Convexity | 250.9 |
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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 | 1.600 |
| 2027-06-20 | coupon | 1.600 |
| 2027-12-20 | coupon | 1.600 |
| …（34 omitted）… |
| 2045-06-20 | coupon | 1.600 |
| 2045-12-20 | coupon + redemption | 101.600 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 19.3y) | 3.677 % → ref. price 93.398 |
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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 | 3.162 | 100.509 | 0.807 | +8.43% | +33.70% |
| -25bp | 3.412 | 97.012 | 0.807 | +4.70% | +18.82% |
| Unchanged (roll-down) | 3.662 | 93.663 | 0.807 | +1.14% | +4.56% |
| +25bp | 3.912 | 90.456 | 0.807 | -2.27% | -9.09% |
| +50bp | 4.162 | 87.384 | 0.807 | -5.54% | -22.17% |
| 6m 2027-02-23 | -50bp | 3.146 | 100.728 | 1.609 | +9.51% | +19.03% |
| -25bp | 3.396 | 97.254 | 1.609 | +5.82% | +11.63% |
| Unchanged (roll-down) | 3.646 | 93.927 | 1.609 | +2.27% | +4.55% |
| +25bp | 3.896 | 90.738 | 1.609 | -1.12% | -2.24% |
| +50bp | 4.146 | 87.683 | 1.609 | -4.37% | -8.74% |
| 12m 2027-08-23 | -50bp | 3.115 | 101.137 | 3.200 | +11.64% | +11.64% |
| -25bp | 3.365 | 97.712 | 3.200 | +8.00% | +8.00% |
| Unchanged (roll-down) | 3.615 | 94.428 | 3.200 | +4.50% | +4.50% |
| +25bp | 3.865 | 91.279 | 3.200 | +1.15% | +1.15% |
| +50bp | 4.115 | 88.257 | 3.200 | -2.07% | -2.07% |