bonds / 20Y / JGB (20-Year) No. 192
Bond Information
| Name | JGB (20-Year) No. 192 |
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| ISIN | — |
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| Issue # | 192 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2025-04-16 |
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| Maturity | 2045-03-20 （Remaining 18.4y） |
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| Outstanding | ¥3T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥22.2B（last 2026-06-02・BOJ） |
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| BOJ Holding | ¥223.3B（7.4%）（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 | 2.400 % |
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| Compound Yield | 2.3987 % |
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| Accrued Interest | 0.249863 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.77 |
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| Macaulay Duration | 14.95 |
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| DV01 | — |
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| Convexity | 256.4 |
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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 | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| 2028-03-20 | coupon | 1.200 |
| …（32 omitted）… |
| 2044-09-20 | coupon | 1.200 |
| 2045-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 18.4y) | 3.558 % → ref. price 84.446 |
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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 | 3.044 | 91.051 | 0.605 | +8.51% | +34.05% |
| -25bp | 3.294 | 87.840 | 0.605 | +4.72% | +18.89% |
| Unchanged (roll-down) | 3.544 | 84.762 | 0.605 | +1.09% | +4.35% |
| +25bp | 3.794 | 81.812 | 0.605 | -2.40% | -9.58% |
| +50bp | 4.044 | 78.984 | 0.605 | -5.74% | -22.94% |
| 6m 2027-04-28 | -50bp | 3.030 | 91.307 | 1.207 | +9.53% | +19.05% |
| -25bp | 3.280 | 88.119 | 1.207 | +5.76% | +11.52% |
| Unchanged (roll-down) | 3.530 | 85.062 | 1.207 | +2.15% | +4.30% |
| +25bp | 3.780 | 82.129 | 1.207 | -1.31% | -2.62% |
| +50bp | 4.030 | 79.317 | 1.207 | -4.63% | -9.26% |
| 12m 2027-10-28 | -50bp | 3.003 | 91.850 | 2.400 | +11.58% | +11.58% |
| -25bp | 3.253 | 88.710 | 2.400 | +7.87% | +7.87% |
| Unchanged (roll-down) | 3.503 | 85.695 | 2.400 | +4.31% | +4.31% |
| +25bp | 3.753 | 82.801 | 2.400 | +0.89% | +0.89% |
| +50bp | 4.003 | 80.023 | 2.400 | -2.39% | -2.39% |