bonds / 20Y / JGB (20-Year) No. 195
Bond Information
| Name | JGB (20-Year) No. 195 |
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| ISIN | — |
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| Issue # | 195 |
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| Coupon (%) | 3.2% semi-annual |
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| Issue Date | 2026-01-21 |
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| Maturity | 2045-12-20 （Remaining 19.2y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| SLF usage | last 30d —／ total ¥6.8B（last 2026-05-18・BOJ） |
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| BOJ Holding | ¥27.8B（1.1%）（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 | 3.200 % |
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| Compound Yield | 3.1973 % |
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| Accrued Interest | 1.139726 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.08 |
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| Macaulay Duration | 14.31 |
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| DV01 | — |
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| Convexity | 245.8 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 1.600 |
| 2027-06-20 | coupon | 1.600 |
| 2027-12-20 | coupon | 1.600 |
| …（34 omitted）… |
| 2045-06-20 | coupon | 1.600 |
| 2045-12-20 | coupon + redemption | 101.600 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 19.1y) | 3.599 % → ref. price 94.479 |
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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 | 3.085 | 101.606 | -0.798 | +6.62% | +26.48% |
| -25bp | 3.335 | 98.086 | -0.798 | +2.94% | +11.75% |
| Unchanged (roll-down) | 3.585 | 94.715 | -0.798 | -0.59% | -2.35% |
| +25bp | 3.835 | 91.485 | -0.798 | -3.97% | -15.86% |
| +50bp | 4.085 | 88.391 | -0.798 | -7.20% | -28.81% |
| 6m 2027-04-28 | -50bp | 3.071 | 101.781 | 1.591 | +9.30% | +18.60% |
| -25bp | 3.321 | 98.287 | 1.591 | +5.65% | +11.29% |
| Unchanged (roll-down) | 3.571 | 94.938 | 1.591 | +2.14% | +4.29% |
| +25bp | 3.821 | 91.729 | 1.591 | -1.21% | -2.42% |
| +50bp | 4.071 | 88.652 | 1.591 | -4.43% | -8.86% |
| 12m 2027-10-28 | -50bp | 3.044 | 102.122 | 3.200 | +11.34% | +11.34% |
| -25bp | 3.294 | 98.681 | 3.200 | +7.74% | +7.74% |
| Unchanged (roll-down) | 3.544 | 95.381 | 3.200 | +4.29% | +4.29% |
| +25bp | 3.794 | 92.215 | 3.200 | +0.98% | +0.98% |
| +50bp | 4.044 | 89.177 | 3.200 | -2.20% | -2.20% |