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 6.3y） |
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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 2026-08-31・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 | 1.800 % |
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| Compound Yield | 1.7979 % |
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| Accrued Interest | 0.419178 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.88 |
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| Macaulay Duration | 5.94 |
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| DV01 | — |
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| Convexity | 38.8 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.3y) | 2.391 % → ref. price 96.562 |
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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 | 99.645 | 0.449 | +3.64% | +14.57% |
| -25bp | 2.111 | 98.240 | 0.449 | +2.19% | +8.77% |
| Unchanged (roll-down) | 2.361 | 96.858 | 0.449 | +0.77% | +3.07% |
| +25bp | 2.611 | 95.497 | 0.449 | -0.64% | -2.54% |
| +50bp | 2.861 | 94.158 | 0.449 | -2.02% | -8.07% |
| 6m 2027-03-13 | -50bp | 1.832 | 99.814 | 0.890 | +4.27% | +8.54% |
| -25bp | 2.082 | 98.461 | 0.890 | +2.88% | +5.75% |
| Unchanged (roll-down) | 2.332 | 97.128 | 0.890 | +1.50% | +3.00% |
| +25bp | 2.582 | 95.816 | 0.890 | +0.15% | +0.30% |
| +50bp | 2.832 | 94.524 | 0.890 | -1.18% | -2.37% |
| 12m 2027-09-13 | -50bp | 1.775 | 100.114 | 1.800 | +5.52% | +5.52% |
| -25bp | 2.025 | 98.868 | 1.800 | +4.23% | +4.23% |
| Unchanged (roll-down) | 2.275 | 97.640 | 1.800 | +2.97% | +2.97% |
| +25bp | 2.525 | 96.429 | 1.800 | +1.72% | +1.72% |
| +50bp | 2.775 | 95.235 | 1.800 | +0.49% | +0.49% |