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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 6.4y)
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 (2026-09-30)
SLF usagelast 30d —/ total ¥44.6B(last 2026-09-03・BOJ)
BOJ Holding¥2T(67.3%)(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 Yield1.600 %
Compound Yield1.5996 %
Accrued Interest0.166575 (38 days) per 100
Settlement Amount—
Modified Duration6.05
Macaulay Duration6.10
DV01—
Convexity40.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.800
2027-09-20coupon0.800
2028-03-20coupon0.800
…(8 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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 6.4y)2.365 % → ref. price 95.478
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.84098.6120.403+3.70%+14.79%
-25bp2.09097.1880.403+2.21%+8.84%
Unchanged (roll-down)2.34095.7870.403+0.75%+2.98%
+25bp2.59094.4090.403-0.70%-2.78%
+50bp2.84093.0520.403-2.11%-8.46%
6m 2027-04-28-50bp1.81698.7890.804+4.30%+8.61%
-25bp2.06697.4170.804+2.87%+5.74%
Unchanged (roll-down)2.31696.0660.804+1.46%+2.91%
+25bp2.56694.7350.804+0.06%+0.13%
+50bp2.81693.4260.804-1.30%-2.61%
12m 2027-10-28-50bp1.77299.1151.600+5.48%+5.48%
-25bp2.02297.8491.600+4.15%+4.15%
Unchanged (roll-down)2.27296.6011.600+2.85%+2.85%
+25bp2.52295.3711.600+1.56%+1.56%
+50bp2.77294.1591.600+0.29%+0.29%