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bonds / 20Y / JGB (20-Year) No. 141

Bond Information

NameJGB (20-Year) No. 141
ISIN—
Issue #141
Coupon (%)1.7% semi-annual
Issue Date2012-12-20
Maturity2032-12-20 (Remaining 6.2y)
Outstanding¥3T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis特例借換前倒
STRIPS principal¥300M (2026-09-30)
BOJ Holding¥1.5T(49.8%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.700 %
Compound Yield1.6980 %
Accrued Interest0.605479 (130 days) per 100
Settlement Amount—
Modified Duration5.78
Macaulay Duration5.83
DV01—
Convexity37.5

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.850
2027-06-20coupon0.850
2027-12-20coupon0.850
…(8 omitted)…
2032-06-20coupon0.850
2032-12-20coupon + redemption100.850

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-01-24reopen3.05201.750
2012-12-18new3.11191.737

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 6.1y)2.340 % → ref. price 96.341
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.81699.346-0.424+2.66%+10.65%
-25bp2.06697.969-0.424+1.24%+4.97%
Unchanged (roll-down)2.31696.614-0.424-0.16%-0.62%
+25bp2.56695.280-0.424-1.53%-6.13%
+50bp2.81693.966-0.424-2.89%-11.55%
6m 2027-04-28-50bp1.79499.4860.845+4.12%+8.23%
-25bp2.04498.1610.845+2.75%+5.50%
Unchanged (roll-down)2.29496.8570.845+1.40%+2.81%
+25bp2.54495.5720.845+0.08%+0.16%
+50bp2.79494.3060.845-1.23%-2.46%
12m 2027-10-28-50bp1.75199.7401.700+5.26%+5.26%
-25bp2.00198.5231.700+4.00%+4.00%
Unchanged (roll-down)2.25197.3241.700+2.77%+2.77%
+25bp2.50196.1411.700+1.55%+1.55%
+50bp2.75194.9741.700+0.34%+0.34%