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bonds / 20Y / JGB (20-Year) No. 180

Bond Information

NameJGB (20-Year) No. 180
ISIN
Issue #180
Coupon (%)0.8% semi-annual
Issue Date2022-04-15
Maturity2042-03-20 (Remaining 15.5y)
Outstanding¥3.8T (2026-03-31・MOF)
Total issued¥3.8T (annual report, FY-end)
Statutory basis借換前倒財投
SLF usagelast 30d / total ¥19.7B(last 2026-05-07・BOJ)
BOJ Holding¥121.3B(3.2%)(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 Yield0.800 %
Compound Yield0.7994 %
Accrued Interest0.387945 (177 days) per 100
Settlement Amount
Modified Duration14.52
Macaulay Duration14.58
DV01
Convexity227.1

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.400
2027-03-20coupon0.400
2027-09-20coupon0.400
…(27 omitted)…
2041-09-20coupon0.400
2042-03-20coupon + redemption100.400

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2022-06-23reopen3.38130.905
2022-05-20reopen3.7740.757
2022-04-14new3.10310.724

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

CMT interpolated (rem 15.5y)3.493 % → ref. price 67.929
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp2.97873.413-0.204+7.73%+30.91%
-25bp3.22870.890-0.204+4.04%+16.14%
Unchanged (roll-down)3.47868.461-0.204+0.48%+1.92%
+25bp3.72866.121-0.204-2.94%-11.78%
+50bp3.97863.869-0.204-6.24%-24.97%
6m 2027-03-13-50bp2.96473.9010.393+9.32%+18.63%
-25bp3.21471.3970.393+5.65%+11.30%
Unchanged (roll-down)3.46468.9850.393+2.12%+4.24%
+25bp3.71466.6620.393-1.28%-2.56%
+50bp3.96464.4230.393-4.56%-9.11%
12m 2027-09-13-50bp2.91175.1320.800+11.71%+11.71%
-25bp3.16172.6620.800+8.10%+8.10%
Unchanged (roll-down)3.41170.2800.800+4.61%+4.61%
+25bp3.66167.9820.800+1.25%+1.25%
+50bp3.91165.7660.800-2.00%-2.00%