bonds / 20Y / JGB (20-Year) No. 144
Bond Information
| Name | JGB (20-Year) No. 144 |
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| ISIN | — |
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| Issue # | 144 |
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| Coupon (%) | 1.5% semi-annual |
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| Issue Date | 2013-04-22 |
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| Maturity | 2033-03-20 (Remaining 6.4y) |
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| Outstanding | ¥1.9T (2026-03-31・MOF) |
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| Total issued | ¥1.9T (annual report, FY-end) |
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| Statutory basis | 4条出納特例借換前倒 |
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| STRIPS principal | ¥0M (2026-09-30) |
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| SLF usage | last 30d —/ total ¥37.9B(last 2026-06-22・BOJ) |
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| BOJ Holding | ¥1.3T(67.3%)(as of 2026-10-20・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 | 1.500 % |
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| Compound Yield | 1.4996 % |
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| Accrued Interest | 0.156164 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.07 |
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| Macaulay Duration | 6.11 |
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| DV01 | — |
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| Convexity | 40.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.750 |
| 2027-09-20 | coupon | 0.750 |
| 2028-03-20 | coupon | 0.750 |
| …(8 omitted)… |
| 2032-09-20 | coupon | 0.750 |
| 2033-03-20 | coupon + redemption | 100.750 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2013-04-18 | new | 3.68 | 21 | 1.522 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.4y) | 2.365 % → ref. price 94.887 |
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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 2027-01-28 | -50bp | 1.840 | 98.033 | 0.378 | +3.71% | +14.83% |
| -25bp | 2.090 | 96.614 | 0.378 | +2.21% | +8.86% |
| Unchanged (roll-down) | 2.340 | 95.218 | 0.378 | +0.75% | +2.98% |
| +25bp | 2.590 | 93.844 | 0.378 | -0.70% | -2.80% |
| +50bp | 2.840 | 92.492 | 0.378 | -2.12% | -8.49% |
| 6m 2027-04-28 | -50bp | 1.816 | 98.233 | 0.754 | +4.31% | +8.63% |
| -25bp | 2.066 | 96.865 | 0.754 | +2.87% | +5.75% |
| Unchanged (roll-down) | 2.316 | 95.518 | 0.754 | +1.46% | +2.91% |
| +25bp | 2.566 | 94.192 | 0.754 | +0.06% | +0.12% |
| +50bp | 2.816 | 92.886 | 0.754 | -1.31% | -2.62% |
| 12m 2027-10-28 | -50bp | 1.772 | 98.603 | 1.500 | +5.49% | +5.49% |
| -25bp | 2.022 | 97.340 | 1.500 | +4.16% | +4.16% |
| Unchanged (roll-down) | 2.272 | 96.096 | 1.500 | +2.85% | +2.85% |
| +25bp | 2.522 | 94.870 | 1.500 | +1.56% | +1.56% |
| +50bp | 2.772 | 93.661 | 1.500 | +0.29% | +0.29% |