bonds / 20Y / JGB (20-Year) No. 145
Bond Information
| Name | JGB (20-Year) No. 145 |
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| ISIN | — |
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| Issue # | 145 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2013-06-20 |
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| Maturity | 2033-06-20 (Remaining 6.8y) |
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| Outstanding | ¥4.2T (2026-03-31・MOF) |
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| Total issued | ¥4.4T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥300M (2026-06-30) |
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| SLF usage | last 30d ¥1.4B/ total ¥33.9B(last 2026-09-09・BOJ) |
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| BOJ Holding | ¥3T(72.5%)(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 | 1.700 % |
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| Compound Yield | 1.6985 % |
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| Accrued Interest | 0.395890 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.35 |
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| Macaulay Duration | 6.40 |
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| DV01 | — |
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| Convexity | 45.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.850 |
| 2027-06-20 | coupon | 0.850 |
| 2027-12-20 | coupon | 0.850 |
| …(9 omitted)… |
| 2032-12-20 | coupon | 0.850 |
| 2033-06-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.8y) | 2.452 % → ref. price 95.321 |
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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 | 1.922 | 98.637 | 0.424 | +3.91% | +15.63% |
| -25bp | 2.172 | 97.136 | 0.424 | +2.34% | +9.36% |
| Unchanged (roll-down) | 2.422 | 95.660 | 0.424 | +0.80% | +3.19% |
| +25bp | 2.672 | 94.209 | 0.424 | -0.72% | -2.88% |
| +50bp | 2.922 | 92.782 | 0.424 | -2.21% | -8.84% |
| 6m 2027-03-13 | -50bp | 1.891 | 98.864 | 0.841 | +4.58% | +9.16% |
| -25bp | 2.141 | 97.412 | 0.841 | +3.06% | +6.13% |
| Unchanged (roll-down) | 2.391 | 95.984 | 0.841 | +1.57% | +3.14% |
| +25bp | 2.641 | 94.580 | 0.841 | +0.10% | +0.21% |
| +50bp | 2.891 | 93.198 | 0.841 | -1.34% | -2.68% |
| 12m 2027-09-13 | -50bp | 1.832 | 99.273 | 1.700 | +5.90% | +5.90% |
| -25bp | 2.082 | 97.925 | 1.700 | +4.50% | +4.50% |
| Unchanged (roll-down) | 2.332 | 96.597 | 1.700 | +3.11% | +3.11% |
| +25bp | 2.582 | 95.290 | 1.700 | +1.74% | +1.74% |
| +50bp | 2.832 | 94.003 | 1.700 | +0.40% | +0.40% |