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bonds / 20Y / JGB (20-Year) No. 145

Bond Information

NameJGB (20-Year) No. 145
ISIN—
Issue #145
Coupon (%)1.7% semi-annual
Issue Date2013-06-20
Maturity2033-06-20 (Remaining 6.6y)
Outstanding¥4.2T (2026-03-31・MOF)
Total issued¥4.4T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
STRIPS principal¥300M (2026-09-30)
SLF usagelast 30d —/ total ¥33.9B(last 2026-09-09・BOJ)
BOJ Holding¥3T(72.6%)(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 Yield1.700 %
Compound Yield1.6985 %
Accrued Interest0.605479 (130 days) per 100
Settlement Amount—
Modified Duration6.23
Macaulay Duration6.28
DV01—
Convexity43.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.850
2027-06-20coupon0.850
2027-12-20coupon0.850
…(9 omitted)…
2032-12-20coupon0.850
2033-06-20coupon + redemption100.850

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-08-27reopen3.3961.689
2013-07-25reopen2.6161.722
2013-06-18new4.23101.686

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 6.6y)2.391 % → ref. price 95.763
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.86598.999-0.424+2.92%+11.67%
-25bp2.11597.519-0.424+1.38%+5.53%
Unchanged (roll-down)2.36596.064-0.424-0.13%-0.51%
+25bp2.61594.632-0.424-1.61%-6.45%
+50bp2.86593.224-0.424-3.07%-12.30%
6m 2027-04-28-50bp1.84099.1820.845+4.42%+8.85%
-25bp2.09097.7520.845+2.94%+5.88%
Unchanged (roll-down)2.34096.3460.845+1.48%+2.96%
+25bp2.59094.9620.845+0.05%+0.09%
+50bp2.84093.6000.845-1.37%-2.73%
12m 2027-10-28-50bp1.79499.4871.700+5.63%+5.63%
-25bp2.04498.1631.700+4.26%+4.26%
Unchanged (roll-down)2.29496.8591.700+2.90%+2.90%
+25bp2.54495.5751.700+1.57%+1.57%
+50bp2.79494.3091.700+0.26%+0.26%