bonds / 20Y / JGB (20-Year) No. 142
Bond Information
| Name | JGB (20-Year) No. 142 |
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| ISIN | — |
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| Issue # | 142 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2013-02-25 |
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| Maturity | 2032-12-20 (Remaining 6.2y) |
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| Outstanding | ¥1.8T (2026-03-31・MOF) |
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| Total issued | ¥1.8T (annual report, FY-end) |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d —/ total ¥69B(last 2026-06-16・BOJ) |
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| BOJ Holding | ¥1.2T(63.5%)(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 | 1.800 % |
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| Compound Yield | 1.7979 % |
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| Accrued Interest | 0.641096 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.76 |
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| Macaulay Duration | 5.81 |
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| DV01 | — |
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| Convexity | 37.3 |
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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 | 0.900 |
| 2027-06-20 | coupon | 0.900 |
| 2027-12-20 | coupon | 0.900 |
| …(8 omitted)… |
| 2032-06-20 | coupon | 0.900 |
| 2032-12-20 | coupon + redemption | 100.900 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2013-02-21 | new | 2.56 | 11 | 1.751 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.1y) | 2.340 % → ref. price 96.910 |
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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 | 99.902 | -0.449 | +2.61% | +10.43% |
| -25bp | 2.066 | 98.521 | -0.449 | +1.19% | +4.77% |
| Unchanged (roll-down) | 2.316 | 97.162 | -0.449 | -0.20% | -0.81% |
| +25bp | 2.566 | 95.823 | -0.449 | -1.57% | -6.30% |
| +50bp | 2.816 | 94.505 | -0.449 | -2.93% | -11.70% |
| 6m 2027-04-28 | -50bp | 1.794 | 100.020 | 0.895 | +4.11% | +8.21% |
| -25bp | 2.044 | 98.692 | 0.895 | +2.74% | +5.49% |
| Unchanged (roll-down) | 2.294 | 97.384 | 0.895 | +1.40% | +2.81% |
| +25bp | 2.544 | 96.094 | 0.895 | +0.08% | +0.16% |
| +50bp | 2.794 | 94.825 | 0.895 | -1.22% | -2.44% |
| 12m 2027-10-28 | -50bp | 1.751 | 100.229 | 1.800 | +5.25% | +5.25% |
| -25bp | 2.001 | 99.010 | 1.800 | +4.00% | +4.00% |
| Unchanged (roll-down) | 2.251 | 97.807 | 1.800 | +2.76% | +2.76% |
| +25bp | 2.501 | 96.621 | 1.800 | +1.55% | +1.55% |
| +50bp | 2.751 | 95.451 | 1.800 | +0.35% | +0.35% |