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 6.2y) |
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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 (2026-09-30) |
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| BOJ Holding | ¥1.5T(49.8%)(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 | 1.6980 % |
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| Accrued Interest | 0.605479 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.78 |
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| Macaulay Duration | 5.83 |
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| DV01 | — |
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| Convexity | 37.5 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.1y) | 2.340 % → ref. price 96.341 |
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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 | 1.816 | 99.346 | -0.424 | +2.66% | +10.65% |
| -25bp | 2.066 | 97.969 | -0.424 | +1.24% | +4.97% |
| Unchanged (roll-down) | 2.316 | 96.614 | -0.424 | -0.16% | -0.62% |
| +25bp | 2.566 | 95.280 | -0.424 | -1.53% | -6.13% |
| +50bp | 2.816 | 93.966 | -0.424 | -2.89% | -11.55% |
| 6m 2027-04-28 | -50bp | 1.794 | 99.486 | 0.845 | +4.12% | +8.23% |
| -25bp | 2.044 | 98.161 | 0.845 | +2.75% | +5.50% |
| Unchanged (roll-down) | 2.294 | 96.857 | 0.845 | +1.40% | +2.81% |
| +25bp | 2.544 | 95.572 | 0.845 | +0.08% | +0.16% |
| +50bp | 2.794 | 94.306 | 0.845 | -1.23% | -2.46% |
| 12m 2027-10-28 | -50bp | 1.751 | 99.740 | 1.700 | +5.26% | +5.26% |
| -25bp | 2.001 | 98.523 | 1.700 | +4.00% | +4.00% |
| Unchanged (roll-down) | 2.251 | 97.324 | 1.700 | +2.77% | +2.77% |
| +25bp | 2.501 | 96.141 | 1.700 | +1.55% | +1.55% |
| +50bp | 2.751 | 94.974 | 1.700 | +0.34% | +0.34% |