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 6.5y) |
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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 (2026-06-30) |
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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 2026-08-31・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 | 1.4987 % |
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| Accrued Interest | 0.727397 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.15 |
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| Macaulay Duration | 6.19 |
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| DV01 | — |
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| Convexity | 42.2 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.750 |
| 2027-03-20 | coupon | 0.750 |
| 2027-09-20 | coupon | 0.750 |
| …(9 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.5y) | 2.421 % → ref. price 94.464 |
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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 2026-12-13 | -50bp | 1.891 | 97.696 | -0.382 | +2.99% | +11.97% |
| -25bp | 2.141 | 96.255 | -0.382 | +1.48% | +5.92% |
| Unchanged (roll-down) | 2.391 | 94.838 | -0.382 | -0.01% | -0.04% |
| +25bp | 2.641 | 93.443 | -0.382 | -1.47% | -5.90% |
| +50bp | 2.891 | 92.072 | -0.382 | -2.92% | -11.66% |
| 6m 2027-03-13 | -50bp | 1.860 | 97.952 | 0.738 | +4.44% | +8.88% |
| -25bp | 2.110 | 96.561 | 0.738 | +2.98% | +5.96% |
| Unchanged (roll-down) | 2.360 | 95.192 | 0.738 | +1.54% | +3.08% |
| +25bp | 2.610 | 93.844 | 0.738 | +0.12% | +0.25% |
| +50bp | 2.860 | 92.518 | 0.738 | -1.27% | -2.54% |
| 12m 2027-09-13 | -50bp | 1.803 | 98.407 | 1.500 | +5.72% | +5.72% |
| -25bp | 2.053 | 97.120 | 1.500 | +4.37% | +4.37% |
| Unchanged (roll-down) | 2.303 | 95.852 | 1.500 | +3.03% | +3.03% |
| +25bp | 2.553 | 94.603 | 1.500 | +1.72% | +1.72% |
| +50bp | 2.803 | 93.371 | 1.500 | +0.43% | +0.43% |