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 13.5y） |
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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 2026-08-31・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 | 0.193973 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 13.13 |
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| Macaulay Duration | 13.16 |
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| DV01 | — |
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| Convexity | 182.2 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 13.5y) | 3.302 % → ref. price 68.544 |
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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 2026-12-13 | -50bp | 2.775 | 73.773 | -0.102 | +7.46% | +29.84% |
| -25bp | 3.025 | 71.471 | -0.102 | +4.11% | +16.44% |
| Unchanged (roll-down) | 3.275 | 69.245 | -0.102 | +0.87% | +3.48% |
| +25bp | 3.525 | 67.092 | -0.102 | -2.26% | -9.04% |
| +50bp | 3.775 | 65.010 | -0.102 | -5.29% | -21.16% |
| 6m 2027-03-13 | -50bp | 2.748 | 74.426 | 0.197 | +8.84% | +17.69% |
| -25bp | 2.998 | 72.144 | 0.197 | +5.52% | +11.05% |
| Unchanged (roll-down) | 3.248 | 69.936 | 0.197 | +2.31% | +4.62% |
| +25bp | 3.498 | 67.799 | 0.197 | -0.80% | -1.59% |
| +50bp | 3.748 | 65.732 | 0.197 | -3.81% | -7.61% |
| 12m 2027-09-13 | -50bp | 2.693 | 75.750 | 0.400 | +11.07% | +11.07% |
| -25bp | 2.943 | 73.512 | 0.400 | +7.81% | +7.81% |
| Unchanged (roll-down) | 3.193 | 71.343 | 0.400 | +4.65% | +4.65% |
| +25bp | 3.443 | 69.243 | 0.400 | +1.60% | +1.60% |
| +50bp | 3.693 | 67.208 | 0.400 | -1.36% | -1.36% |