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bonds / 20Y / JGB (20-Year) No. 142

Bond Information

NameJGB (20-Year) No. 142
ISIN—
Issue #142
Coupon (%)1.8% semi-annual
Issue Date2013-02-25
Maturity2032-12-20 (Remaining 6.2y)
Outstanding¥1.8T (2026-03-31・MOF)
Total issued¥1.8T (annual report, FY-end)
Statutory basis特例借換前倒
SLF usagelast 30d —/ total ¥69B(last 2026-06-16・BOJ)
BOJ Holding¥1.2T(63.5%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.800 %
Compound Yield1.7979 %
Accrued Interest0.641096 (130 days) per 100
Settlement Amount—
Modified Duration5.76
Macaulay Duration5.81
DV01—
Convexity37.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.900
2027-06-20coupon0.900
2027-12-20coupon0.900
…(8 omitted)…
2032-06-20coupon0.900
2032-12-20coupon + redemption100.900

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-02-21new2.56111.751

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 6.1y)2.340 % → ref. price 96.910
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.81699.902-0.449+2.61%+10.43%
-25bp2.06698.521-0.449+1.19%+4.77%
Unchanged (roll-down)2.31697.162-0.449-0.20%-0.81%
+25bp2.56695.823-0.449-1.57%-6.30%
+50bp2.81694.505-0.449-2.93%-11.70%
6m 2027-04-28-50bp1.794100.0200.895+4.11%+8.21%
-25bp2.04498.6920.895+2.74%+5.49%
Unchanged (roll-down)2.29497.3840.895+1.40%+2.81%
+25bp2.54496.0940.895+0.08%+0.16%
+50bp2.79494.8250.895-1.22%-2.44%
12m 2027-10-28-50bp1.751100.2291.800+5.25%+5.25%
-25bp2.00199.0101.800+4.00%+4.00%
Unchanged (roll-down)2.25197.8071.800+2.76%+2.76%
+25bp2.50196.6211.800+1.55%+1.55%
+50bp2.75195.4511.800+0.35%+0.35%