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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 15.4y)
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 2026-10-20・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 Yield0.7996 %
Accrued Interest0.083288 (38 days) per 100
Settlement Amount—
Modified Duration14.45
Macaulay Duration14.51
DV01—
Convexity224.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.400
2027-09-20coupon0.400
2028-03-20coupon0.400
…(26 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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 15.4y)3.394 % → ref. price 69.075
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.88174.5960.202+8.27%+33.10%
-25bp3.13172.0480.202+4.59%+18.36%
Unchanged (roll-down)3.38169.5950.202+1.04%+4.17%
+25bp3.63167.2310.202-2.37%-9.50%
+50bp3.88164.9550.202-5.67%-22.66%
6m 2027-04-28-50bp2.86275.1140.402+9.31%+18.63%
-25bp3.11272.5860.402+5.66%+11.32%
Unchanged (roll-down)3.36270.1490.402+2.13%+4.27%
+25bp3.61267.8010.402-1.26%-2.52%
+50bp3.86265.5380.402-4.53%-9.07%
12m 2027-10-28-50bp2.80876.3380.800+11.66%+11.66%
-25bp3.05873.8450.800+8.05%+8.05%
Unchanged (roll-down)3.30871.4400.800+4.58%+4.58%
+25bp3.55869.1190.800+1.22%+1.22%
+50bp3.80866.8800.800-2.02%-2.02%