bonds / 20Y / JGB (20-Year) No. 184
Bond Information
| Name | JGB (20-Year) No. 184 |
|---|
| ISIN | — |
|---|
| Issue # | 184 |
|---|
| Coupon (%) | 1.1% semi-annual |
|---|
| Issue Date | 2023-04-21 |
|---|
| Maturity | 2043-03-20 (Remaining 16.4y) |
|---|
| Outstanding | ¥3.8T (2026-03-31・MOF) |
|---|
| Total issued | ¥3.8T (annual report, FY-end) |
|---|
| Statutory basis | 借換 |
|---|
| SLF usage | last 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) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.100 % |
|---|
| Compound Yield | 1.0995 % |
|---|
| Accrued Interest | 0.114521 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 14.95 |
|---|
| Macaulay Duration | 15.04 |
|---|
| DV01 | — |
|---|
| Convexity | 244.1 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 0.550 |
| 2027-09-20 | coupon | 0.550 |
| 2028-03-20 | coupon | 0.550 |
| …(28 omitted)… |
| 2042-09-20 | coupon | 0.550 |
| 2043-03-20 | coupon + redemption | 100.550 |
Related Auctions
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) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.935 | 76.525 | 0.277 | +8.53% | +34.12% |
| -25bp | 3.185 | 73.827 | 0.277 | +4.72% | +18.89% |
| Unchanged (roll-down) | 3.435 | 71.233 | 0.277 | +1.06% | +4.25% |
| +25bp | 3.685 | 68.740 | 0.277 | -2.46% | -9.82% |
| +50bp | 3.935 | 66.343 | 0.277 | -5.84% | -23.35% |
| 6m 2027-04-28 | -50bp | 2.922 | 76.949 | 0.553 | +9.52% | +19.03% |
| -25bp | 3.172 | 74.270 | 0.553 | +5.74% | +11.47% |
| Unchanged (roll-down) | 3.422 | 71.695 | 0.553 | +2.10% | +4.21% |
| +25bp | 3.672 | 69.217 | 0.553 | -1.39% | -2.79% |
| +50bp | 3.922 | 66.835 | 0.553 | -4.75% | -9.51% |
| 12m 2027-10-28 | -50bp | 2.894 | 77.821 | 1.100 | +11.52% | +11.52% |
| -25bp | 3.144 | 75.186 | 1.100 | +7.80% | +7.80% |
| Unchanged (roll-down) | 3.394 | 72.649 | 1.100 | +4.22% | +4.22% |
| +25bp | 3.644 | 70.206 | 1.100 | +0.77% | +0.77% |
| +50bp | 3.894 | 67.853 | 1.100 | -2.55% | -2.55% |