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 19.3y） |
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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 2026-08-31・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 | 3.200 % |
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| Compound Yield | 3.1972 % |
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| Accrued Interest | 0.745205 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.21 |
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| Macaulay Duration | 14.43 |
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| DV01 | — |
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| Convexity | 249.3 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 19.3y) | 3.711 % → ref. price 92.962 |
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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 | 3.197 | 100.006 | 0.798 | +8.37% | +33.47% |
| -25bp | 3.447 | 96.538 | 0.798 | +4.67% | +18.67% |
| Unchanged (roll-down) | 3.697 | 93.216 | 0.798 | +1.12% | +4.49% |
| +25bp | 3.947 | 90.034 | 0.798 | -2.27% | -9.09% |
| +50bp | 4.197 | 86.986 | 0.798 | -5.53% | -22.10% |
| 6m 2027-03-13 | -50bp | 3.183 | 100.209 | 1.582 | +9.42% | +18.84% |
| -25bp | 3.433 | 96.764 | 1.582 | +5.75% | +11.49% |
| Unchanged (roll-down) | 3.683 | 93.463 | 1.582 | +2.22% | +4.45% |
| +25bp | 3.933 | 90.300 | 1.582 | -1.15% | -2.31% |
| +50bp | 4.183 | 87.268 | 1.582 | -4.39% | -8.78% |
| 12m 2027-09-13 | -50bp | 3.153 | 100.605 | 3.200 | +11.57% | +11.57% |
| -25bp | 3.403 | 97.210 | 3.200 | +7.95% | +7.95% |
| Unchanged (roll-down) | 3.653 | 93.954 | 3.200 | +4.47% | +4.47% |
| +25bp | 3.903 | 90.830 | 3.200 | +1.14% | +1.14% |
| +50bp | 4.153 | 87.834 | 3.200 | -2.06% | -2.06% |