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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 6.9y)
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 (2026-09-30)
SLF usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.700 %
Compound Yield1.6986 %
Accrued Interest0.176986 (38 days) per 100
Settlement Amount—
Modified Duration6.48
Macaulay Duration6.53
DV01—
Convexity46.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.850
2027-09-20coupon0.850
2028-03-20coupon0.850
…(9 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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 6.9y)2.417 % → ref. price 95.456
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.89198.8000.428+3.94%+15.78%
-25bp2.14197.2690.428+2.34%+9.37%
Unchanged (roll-down)2.39195.7640.428+0.77%+3.08%
+25bp2.64194.2840.428-0.78%-3.11%
+50bp2.89192.8310.428-2.30%-9.19%
6m 2027-04-28-50bp1.86698.9860.855+4.58%+9.17%
-25bp2.11697.5050.855+3.04%+6.07%
Unchanged (roll-down)2.36696.0480.855+1.51%+3.03%
+25bp2.61694.6160.855+0.01%+0.03%
+50bp2.86693.2070.855-1.46%-2.92%
12m 2027-10-28-50bp1.81699.3451.700+5.84%+5.84%
-25bp2.06697.9681.700+4.40%+4.40%
Unchanged (roll-down)2.31696.6121.700+2.99%+2.99%
+25bp2.56695.2771.700+1.59%+1.59%
+50bp2.81693.9621.700+0.22%+0.22%