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 6y） |
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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 （2026-06-30） |
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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 2026-08-31・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 | 1.700 % |
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| Compound Yield | 1.6973 % |
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| Accrued Interest | 0.824384 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.66 |
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| Macaulay Duration | 5.71 |
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| DV01 | — |
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| Convexity | 36.0 |
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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 | 0.850 |
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| …（8 omitted）… |
| 2032-03-20 | coupon | 0.850 |
| 2032-09-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.0y) | 2.361 % → ref. price 96.295 |
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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 | 1.832 | 99.271 | -0.433 | +2.62% | +10.47% |
| -25bp | 2.082 | 97.923 | -0.433 | +1.23% | +4.92% |
| Unchanged (roll-down) | 2.332 | 96.595 | -0.433 | -0.14% | -0.55% |
| +25bp | 2.582 | 95.287 | -0.433 | -1.48% | -5.94% |
| +50bp | 2.832 | 93.999 | -0.433 | -2.81% | -11.24% |
| 6m 2027-03-13 | -50bp | 1.804 | 99.448 | 0.836 | +4.11% | +8.21% |
| -25bp | 2.054 | 98.151 | 0.836 | +2.77% | +5.54% |
| Unchanged (roll-down) | 2.304 | 96.874 | 0.836 | +1.46% | +2.91% |
| +25bp | 2.554 | 95.615 | 0.836 | +0.16% | +0.32% |
| +50bp | 2.804 | 94.375 | 0.836 | -1.12% | -2.23% |
| 12m 2027-09-13 | -50bp | 1.746 | 99.762 | 1.700 | +5.32% | +5.32% |
| -25bp | 1.996 | 98.574 | 1.700 | +4.10% | +4.10% |
| Unchanged (roll-down) | 2.246 | 97.402 | 1.700 | +2.89% | +2.89% |
| +25bp | 2.496 | 96.246 | 1.700 | +1.70% | +1.70% |
| +50bp | 2.746 | 95.105 | 1.700 | +0.52% | +0.52% |