bonds / 20Y / JGB (20-Year) No. 140
Bond Information
| Name | JGB (20-Year) No. 140 |
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| ISIN | — |
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| Issue # | 140 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2012-09-20 |
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| Maturity | 2032-09-20 （Remaining 5.9y） |
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| Outstanding | ¥4.2T （2026-03-31・MOF） |
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| Total issued | ¥4.3T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥400M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥19.5B（last 2026-03-09・BOJ） |
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| BOJ Holding | ¥2.4T（58.0%）（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 | 1.700 % |
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| Compound Yield | 1.6984 % |
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| Accrued Interest | 0.176986 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.58 |
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| Macaulay Duration | 5.63 |
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| DV01 | — |
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| Convexity | 34.9 |
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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 | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| 2028-03-20 | coupon | 0.850 |
| …（7 omitted）… |
| 2032-03-20 | coupon | 0.850 |
| 2032-09-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.9y) | 2.316 % → ref. price 96.611 |
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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 | 1.794 | 99.487 | 0.428 | +3.41% | +13.66% |
| -25bp | 2.044 | 98.163 | 0.428 | +2.05% | +8.19% |
| Unchanged (roll-down) | 2.294 | 96.859 | 0.428 | +0.70% | +2.80% |
| +25bp | 2.544 | 95.575 | 0.428 | -0.63% | -2.51% |
| +50bp | 2.794 | 94.309 | 0.428 | -1.94% | -7.74% |
| 6m 2027-04-28 | -50bp | 1.773 | 99.611 | 0.855 | +3.98% | +7.96% |
| -25bp | 2.023 | 98.340 | 0.855 | +2.67% | +5.34% |
| Unchanged (roll-down) | 2.273 | 97.088 | 0.855 | +1.38% | +2.75% |
| +25bp | 2.523 | 95.853 | 0.855 | +0.10% | +0.20% |
| +50bp | 2.773 | 94.636 | 0.855 | -1.16% | -2.32% |
| 12m 2027-10-28 | -50bp | 1.726 | 99.869 | 1.700 | +5.12% | +5.12% |
| -25bp | 1.976 | 98.707 | 1.700 | +3.92% | +3.92% |
| Unchanged (roll-down) | 2.226 | 97.561 | 1.700 | +2.74% | +2.74% |
| +25bp | 2.476 | 96.429 | 1.700 | +1.57% | +1.57% |
| +50bp | 2.726 | 95.313 | 1.700 | +0.41% | +0.41% |