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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 6.3y)
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 (2026-06-30)
BOJ Holding¥1.5T(49.8%)(as of 2026-08-31・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 Interest0.395890 (85 days) per 100
Settlement Amount
Modified Duration5.90
Macaulay Duration5.95
DV01
Convexity39.0

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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 6.3y)2.391 % → ref. price 95.983
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.86199.0780.424+3.65%+14.60%
-25bp2.11197.6780.424+2.20%+8.79%
Unchanged (roll-down)2.36196.3000.424+0.77%+3.07%
+25bp2.61194.9440.424-0.64%-2.56%
+50bp2.86193.6080.424-2.02%-8.10%
6m 2027-03-13-50bp1.83299.2690.841+4.28%+8.56%
-25bp2.08297.9200.841+2.88%+5.76%
Unchanged (roll-down)2.33296.5910.841+1.50%+3.01%
+25bp2.58295.2830.841+0.15%+0.29%
+50bp2.83293.9950.841-1.19%-2.38%
12m 2027-09-13-50bp1.77599.6131.700+5.53%+5.53%
-25bp2.02598.3711.700+4.24%+4.24%
Unchanged (roll-down)2.27597.1471.700+2.97%+2.97%
+25bp2.52595.9391.700+1.72%+1.72%
+50bp2.77594.7491.700+0.48%+0.48%