bonds / 20Y / JGB (20-Year) No. 141
Bond Information
| Name | JGB (20-Year) No. 141 |
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| ISIN | — |
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| Issue # | 141 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2012-12-20 |
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| Maturity | 2032-12-20 (Remaining 6.3y) |
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| Outstanding | ¥3T (2026-03-31・MOF) |
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| Total issued | ¥2.9T (annual report, FY-end) |
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| Statutory basis | 特例借換前倒 |
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| STRIPS principal | ¥300M (2026-06-30) |
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| BOJ Holding | ¥1.5T(49.8%)(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 | 1.6980 % |
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| Accrued Interest | 0.395890 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.90 |
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| Macaulay Duration | 5.95 |
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| DV01 | — |
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| Convexity | 39.0 |
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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 | 0.850 |
| 2027-06-20 | coupon | 0.850 |
| 2027-12-20 | coupon | 0.850 |
| …(8 omitted)… |
| 2032-06-20 | coupon | 0.850 |
| 2032-12-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.3y) | 2.391 % → ref. price 95.983 |
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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 | 1.861 | 99.078 | 0.424 | +3.65% | +14.60% |
| -25bp | 2.111 | 97.678 | 0.424 | +2.20% | +8.79% |
| Unchanged (roll-down) | 2.361 | 96.300 | 0.424 | +0.77% | +3.07% |
| +25bp | 2.611 | 94.944 | 0.424 | -0.64% | -2.56% |
| +50bp | 2.861 | 93.608 | 0.424 | -2.02% | -8.10% |
| 6m 2027-03-13 | -50bp | 1.832 | 99.269 | 0.841 | +4.28% | +8.56% |
| -25bp | 2.082 | 97.920 | 0.841 | +2.88% | +5.76% |
| Unchanged (roll-down) | 2.332 | 96.591 | 0.841 | +1.50% | +3.01% |
| +25bp | 2.582 | 95.283 | 0.841 | +0.15% | +0.29% |
| +50bp | 2.832 | 93.995 | 0.841 | -1.19% | -2.38% |
| 12m 2027-09-13 | -50bp | 1.775 | 99.613 | 1.700 | +5.53% | +5.53% |
| -25bp | 2.025 | 98.371 | 1.700 | +4.24% | +4.24% |
| Unchanged (roll-down) | 2.275 | 97.147 | 1.700 | +2.97% | +2.97% |
| +25bp | 2.525 | 95.939 | 1.700 | +1.72% | +1.72% |
| +50bp | 2.775 | 94.749 | 1.700 | +0.48% | +0.48% |