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bonds / 20Y / JGB (20-Year) No. 146

Bond Information

NameJGB (20-Year) No. 146
ISIN
Issue #146
Coupon (%)1.7% semi-annual
Issue Date2013-09-20
Maturity2033-09-20 (Remaining 7y)
Outstanding¥4.4T (2026-03-31・MOF)
Total issued¥4.3T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
STRIPS principal¥300M (2026-06-30)
SLF usagelast 30d / total ¥25.4B(last 2026-07-10・BOJ)
BOJ Holding¥2.9T(66.8%)(as of 2026-08-31・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 Yield1.6976 %
Accrued Interest0.824384 (177 days) per 100
Settlement Amount
Modified Duration6.54
Macaulay Duration6.60
DV01
Convexity47.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.850
2027-03-20coupon0.850
2027-09-20coupon0.850
…(10 omitted)…
2033-03-20coupon0.850
2033-09-20coupon + redemption100.850

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-11-19reopen4.7581.514
2013-10-22reopen4.3371.474
2013-09-18new3.21101.660

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 7.0y)2.484 % → ref. price 94.958
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.95398.395-0.433+3.14%+12.55%
-25bp2.20396.844-0.433+1.52%+6.07%
Unchanged (roll-down)2.45395.319-0.433-0.07%-0.30%
+25bp2.70393.821-0.433-1.64%-6.55%
+50bp2.95392.350-0.433-3.17%-12.70%
6m 2027-03-13-50bp1.92298.6340.836+4.71%+9.42%
-25bp2.17297.1310.836+3.14%+6.28%
Unchanged (roll-down)2.42295.6540.836+1.60%+3.20%
+25bp2.67294.2020.836+0.08%+0.17%
+50bp2.92292.7750.836-1.41%-2.81%
12m 2027-09-13-50bp1.86099.0751.700+6.07%+6.07%
-25bp2.11097.6751.700+4.61%+4.61%
Unchanged (roll-down)2.36096.2971.700+3.17%+3.17%
+25bp2.61094.9401.700+1.76%+1.76%
+50bp2.86093.6051.700+0.36%+0.36%