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 18.5y） |
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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 2026-08-31・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 | 2.400 % |
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| Compound Yield | 2.3981 % |
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| Accrued Interest | 1.163836 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.72 |
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| Macaulay Duration | 14.90 |
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| DV01 | — |
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| Convexity | 257.0 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …（33 omitted）… |
| 2044-09-20 | coupon | 1.200 |
| 2045-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 18.5y) | 3.668 % → ref. price 83.036 |
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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 | 3.153 | 89.577 | -0.612 | +7.04% | +28.17% |
| -25bp | 3.403 | 86.411 | -0.612 | +3.28% | +13.13% |
| Unchanged (roll-down) | 3.653 | 83.376 | -0.612 | -0.32% | -1.29% |
| +25bp | 3.903 | 80.468 | -0.612 | -3.78% | -15.11% |
| +50bp | 4.153 | 77.681 | -0.612 | -7.09% | -28.35% |
| 6m 2027-03-13 | -50bp | 3.139 | 89.868 | 1.180 | +9.52% | +19.03% |
| -25bp | 3.389 | 86.722 | 1.180 | +5.78% | +11.56% |
| Unchanged (roll-down) | 3.639 | 83.706 | 1.180 | +2.20% | +4.40% |
| +25bp | 3.889 | 80.815 | 1.180 | -1.24% | -2.47% |
| +50bp | 4.139 | 78.041 | 1.180 | -4.53% | -9.06% |
| 12m 2027-09-13 | -50bp | 3.109 | 90.441 | 2.400 | +11.64% | +11.64% |
| -25bp | 3.359 | 87.340 | 2.400 | +7.96% | +7.96% |
| Unchanged (roll-down) | 3.609 | 84.363 | 2.400 | +4.43% | +4.43% |
| +25bp | 3.859 | 81.507 | 2.400 | +1.03% | +1.03% |
| +50bp | 4.109 | 78.764 | 2.400 | -2.22% | -2.22% |