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bonds / 20Y / JGB (20-Year) No. 143

Bond Information

NameJGB (20-Year) No. 143
ISIN
Issue #143
Coupon (%)1.6% semi-annual
Issue Date2013-03-21
Maturity2033-03-20 (Remaining 6.5y)
Outstanding¥3T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条特例借換前倒
STRIPS principal¥200M (2026-06-30)
SLF usagelast 30d ¥7.2B/ total ¥44.6B(last 2026-09-03・BOJ)
BOJ Holding¥2T(67.3%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.600 %
Compound Yield1.5986 %
Accrued Interest0.775890 (177 days) per 100
Settlement Amount
Modified Duration6.12
Macaulay Duration6.17
DV01
Convexity42.0

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.800
2027-03-20coupon0.800
2027-09-20coupon0.800
…(9 omitted)…
2032-09-20coupon0.800
2033-03-20coupon + redemption100.800

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-05-28reopen2.54211.680
2013-03-14new3.11241.623

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 6.5y)2.421 % → ref. price 95.064
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.89198.285-0.408+2.94%+11.74%
-25bp2.14196.839-0.408+1.43%+5.71%
Unchanged (roll-down)2.39195.417-0.408-0.06%-0.23%
+25bp2.64194.018-0.408-1.52%-6.07%
+50bp2.89192.641-0.408-2.95%-11.81%
6m 2027-03-13-50bp1.86098.5200.787+4.43%+8.85%
-25bp2.11097.1240.787+2.97%+5.94%
Unchanged (roll-down)2.36095.7500.787+1.54%+3.07%
+25bp2.61094.3980.787+0.13%+0.25%
+50bp2.86093.0670.787-1.26%-2.52%
12m 2027-09-13-50bp1.80398.9301.600+5.70%+5.70%
-25bp2.05397.6391.600+4.36%+4.36%
Unchanged (roll-down)2.30396.3671.600+3.03%+3.03%
+25bp2.55395.1141.600+1.72%+1.72%
+50bp2.80393.8791.600+0.43%+0.43%