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bonds / 20Y / JGB (20-Year) No. 144

Bond Information

NameJGB (20-Year) No. 144
ISIN
Issue #144
Coupon (%)1.5% semi-annual
Issue Date2013-04-22
Maturity2033-03-20 (Remaining 6.5y)
Outstanding¥1.9T (2026-03-31・MOF)
Total issued¥1.9T (annual report, FY-end)
Statutory basis4条出納特例借換前倒
STRIPS principal¥0M (2026-06-30)
SLF usagelast 30d / total ¥37.9B(last 2026-06-22・BOJ)
BOJ Holding¥1.3T(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 Yield1.500 %
Compound Yield1.4987 %
Accrued Interest0.727397 (177 days) per 100
Settlement Amount
Modified Duration6.15
Macaulay Duration6.19
DV01
Convexity42.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.750
2027-03-20coupon0.750
2027-09-20coupon0.750
…(9 omitted)…
2032-09-20coupon0.750
2033-03-20coupon + redemption100.750

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-04-18new3.68211.522

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

CMT interpolated (rem 6.5y)2.421 % → ref. price 94.464
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.89197.696-0.382+2.99%+11.97%
-25bp2.14196.255-0.382+1.48%+5.92%
Unchanged (roll-down)2.39194.838-0.382-0.01%-0.04%
+25bp2.64193.443-0.382-1.47%-5.90%
+50bp2.89192.072-0.382-2.92%-11.66%
6m 2027-03-13-50bp1.86097.9520.738+4.44%+8.88%
-25bp2.11096.5610.738+2.98%+5.96%
Unchanged (roll-down)2.36095.1920.738+1.54%+3.08%
+25bp2.61093.8440.738+0.12%+0.25%
+50bp2.86092.5180.738-1.27%-2.54%
12m 2027-09-13-50bp1.80398.4071.500+5.72%+5.72%
-25bp2.05397.1201.500+4.37%+4.37%
Unchanged (roll-down)2.30395.8521.500+3.03%+3.03%
+25bp2.55394.6031.500+1.72%+1.72%
+50bp2.80393.3711.500+0.43%+0.43%