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 13.4y） |
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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 ¥86B（last 2026-09-18・BOJ） |
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| BOJ Holding | ¥292.5B（8.8%）（as of 2026-10-20・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 | 0.3998 % |
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| Accrued Interest | 0.041644 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.03 |
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| Macaulay Duration | 13.06 |
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| DV01 | — |
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| Convexity | 179.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| 2028-03-20 | coupon | 0.200 |
| …（22 omitted）… |
| 2039-09-20 | coupon | 0.200 |
| 2040-03-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 13.4y) | 3.201 % → ref. price 69.667 |
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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 2027-01-28 | -50bp | 2.674 | 74.927 | 0.101 | +7.69% | +30.76% |
| -25bp | 2.924 | 72.608 | 0.101 | +4.36% | +17.45% |
| Unchanged (roll-down) | 3.174 | 70.365 | 0.101 | +1.15% | +4.58% |
| +25bp | 3.424 | 68.195 | 0.101 | -1.97% | -7.87% |
| +50bp | 3.674 | 66.096 | 0.101 | -4.98% | -19.91% |
| 6m 2027-04-28 | -50bp | 2.647 | 75.566 | 0.201 | +8.75% | +17.50% |
| -25bp | 2.897 | 73.268 | 0.201 | +5.45% | +10.91% |
| Unchanged (roll-down) | 3.147 | 71.044 | 0.201 | +2.26% | +4.53% |
| +25bp | 3.397 | 68.892 | 0.201 | -0.82% | -1.65% |
| +50bp | 3.647 | 66.808 | 0.201 | -3.81% | -7.63% |
| 12m 2027-10-28 | -50bp | 2.594 | 76.860 | 0.400 | +10.89% | +10.89% |
| -25bp | 2.844 | 74.608 | 0.400 | +7.66% | +7.66% |
| Unchanged (roll-down) | 3.094 | 72.426 | 0.400 | +4.53% | +4.53% |
| +25bp | 3.344 | 70.312 | 0.400 | +1.50% | +1.50% |
| +50bp | 3.594 | 68.263 | 0.400 | -1.44% | -1.44% |