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bonds / 20Y / JGB (20-Year) No. 184

Bond Information

NameJGB (20-Year) No. 184
ISIN—
Issue #184
Coupon (%)1.1% semi-annual
Issue Date2023-04-21
Maturity2043-03-20 (Remaining 16.4y)
Outstanding¥3.8T (2026-03-31・MOF)
Total issued¥3.8T (annual report, FY-end)
Statutory basis借換
SLF usagelast 30d —/ total ¥17.2B(last 2026-08-20・BOJ)
BOJ Holding¥937.8B(24.6%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.100 %
Compound Yield1.0995 %
Accrued Interest0.114521 (38 days) per 100
Settlement Amount—
Modified Duration14.95
Macaulay Duration15.04
DV01—
Convexity244.1

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.550
2027-09-20coupon0.550
2028-03-20coupon0.550
…(28 omitted)…
2042-09-20coupon0.550
2043-03-20coupon + redemption100.550

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2023-06-27reopen3.03220.948
2023-05-17reopen3.6940.992
2023-04-20new2.96181.085

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 16.4y)3.449 % → ref. price 70.757
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.93576.5250.277+8.53%+34.12%
-25bp3.18573.8270.277+4.72%+18.89%
Unchanged (roll-down)3.43571.2330.277+1.06%+4.25%
+25bp3.68568.7400.277-2.46%-9.82%
+50bp3.93566.3430.277-5.84%-23.35%
6m 2027-04-28-50bp2.92276.9490.553+9.52%+19.03%
-25bp3.17274.2700.553+5.74%+11.47%
Unchanged (roll-down)3.42271.6950.553+2.10%+4.21%
+25bp3.67269.2170.553-1.39%-2.79%
+50bp3.92266.8350.553-4.75%-9.51%
12m 2027-10-28-50bp2.89477.8211.100+11.52%+11.52%
-25bp3.14475.1861.100+7.80%+7.80%
Unchanged (roll-down)3.39472.6491.100+4.22%+4.22%
+25bp3.64470.2061.100+0.77%+0.77%
+50bp3.89467.8531.100-2.55%-2.55%