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 16.5y） |
|---|
| Outstanding | ¥3.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.8T （annual report, FY-end） |
|---|
| Statutory basis | 借換 |
|---|
| SLF usage | last 30d ¥8.4B／ total ¥17.2B（last 2026-08-20・BOJ） |
|---|
| BOJ Holding | ¥937.8B（24.6%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.100 % |
|---|
| Compound Yield | 1.0992 % |
|---|
| Accrued Interest | 0.533425 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 14.99 |
|---|
| Macaulay Duration | 15.08 |
|---|
| DV01 | — |
|---|
| Convexity | 246.5 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.550 |
| 2027-03-20 | coupon | 0.550 |
| 2027-09-20 | coupon | 0.550 |
| …（29 omitted）… |
| 2042-09-20 | coupon | 0.550 |
| 2043-03-20 | coupon + redemption | 100.550 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 16.5y) | 3.551 % → ref. price 69.545 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.037 | 75.266 | -0.280 | +7.76% | +31.05% |
| -25bp | 3.287 | 72.598 | -0.280 | +3.96% | +15.83% |
| Unchanged (roll-down) | 3.537 | 70.035 | -0.280 | +0.30% | +1.19% |
| +25bp | 3.787 | 67.571 | -0.280 | -3.22% | -12.87% |
| +50bp | 4.037 | 65.203 | -0.280 | -6.60% | -26.38% |
| 6m 2027-03-13 | -50bp | 3.022 | 75.713 | 0.541 | +9.57% | +19.15% |
| -25bp | 3.272 | 73.064 | 0.541 | +5.79% | +11.59% |
| Unchanged (roll-down) | 3.522 | 70.517 | 0.541 | +2.16% | +4.32% |
| +25bp | 3.772 | 68.068 | 0.541 | -1.34% | -2.67% |
| +50bp | 4.022 | 65.713 | 0.541 | -4.70% | -9.39% |
| 12m 2027-09-13 | -50bp | 2.993 | 76.619 | 1.100 | +11.66% | +11.66% |
| -25bp | 3.243 | 74.010 | 1.100 | +7.94% | +7.94% |
| Unchanged (roll-down) | 3.493 | 71.498 | 1.100 | +4.36% | +4.36% |
| +25bp | 3.743 | 69.081 | 1.100 | +0.91% | +0.91% |
| +50bp | 3.993 | 66.753 | 1.100 | -2.41% | -2.41% |