bonds / 20Y / JGB (20-Year) No. 146
Bond Information
| Name | JGB (20-Year) No. 146 |
|---|
| ISIN | — |
|---|
| Issue # | 146 |
|---|
| Coupon (%) | 1.7% semi-annual |
|---|
| Issue Date | 2013-09-20 |
|---|
| Maturity | 2033-09-20 (Remaining 6.9y) |
|---|
| Outstanding | ¥4.4T (2026-03-31・MOF) |
|---|
| Total issued | ¥4.3T (annual report, FY-end) |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| STRIPS principal | ¥300M (2026-09-30) |
|---|
| SLF usage | last 30d —/ total ¥27.8B(last 2026-09-17・BOJ) |
|---|
| BOJ Holding | ¥3T(68.9%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.700 % |
|---|
| Compound Yield | 1.6986 % |
|---|
| Accrued Interest | 0.176986 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 6.48 |
|---|
| Macaulay Duration | 6.53 |
|---|
| DV01 | — |
|---|
| Convexity | 46.7 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| 2028-03-20 | coupon | 0.850 |
| …(9 omitted)… |
| 2033-03-20 | coupon | 0.850 |
| 2033-09-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.9y) | 2.417 % → ref. price 95.456 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 1.891 | 98.800 | 0.428 | +3.94% | +15.78% |
| -25bp | 2.141 | 97.269 | 0.428 | +2.34% | +9.37% |
| Unchanged (roll-down) | 2.391 | 95.764 | 0.428 | +0.77% | +3.08% |
| +25bp | 2.641 | 94.284 | 0.428 | -0.78% | -3.11% |
| +50bp | 2.891 | 92.831 | 0.428 | -2.30% | -9.19% |
| 6m 2027-04-28 | -50bp | 1.866 | 98.986 | 0.855 | +4.58% | +9.17% |
| -25bp | 2.116 | 97.505 | 0.855 | +3.04% | +6.07% |
| Unchanged (roll-down) | 2.366 | 96.048 | 0.855 | +1.51% | +3.03% |
| +25bp | 2.616 | 94.616 | 0.855 | +0.01% | +0.03% |
| +50bp | 2.866 | 93.207 | 0.855 | -1.46% | -2.92% |
| 12m 2027-10-28 | -50bp | 1.816 | 99.345 | 1.700 | +5.84% | +5.84% |
| -25bp | 2.066 | 97.968 | 1.700 | +4.40% | +4.40% |
| Unchanged (roll-down) | 2.316 | 96.612 | 1.700 | +2.99% | +2.99% |
| +25bp | 2.566 | 95.277 | 1.700 | +1.59% | +1.59% |
| +50bp | 2.816 | 93.962 | 1.700 | +0.22% | +0.22% |