bonds / 20Y / JGB (20-Year) No. 181
Bond Information
| Name | JGB (20-Year) No. 181 |
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| ISIN | — |
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| Issue # | 181 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2022-07-15 |
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| Maturity | 2042-06-20 (Remaining 15.8y) |
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| Outstanding | ¥4T (2026-03-31・MOF) |
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| Total issued | ¥4T (annual report, FY-end) |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d —/ total ¥37.4B(last 2026-02-24・BOJ) |
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| BOJ Holding | ¥359.7B(9.1%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates) |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 0.900 % |
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| Compound Yield | 0.8993 % |
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| Accrued Interest | 0.209589 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.65 |
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| Macaulay Duration | 14.71 |
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| DV01 | — |
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| Convexity | 232.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.450 |
| 2027-06-20 | coupon | 0.450 |
| 2027-12-20 | coupon | 0.450 |
| …(27 omitted)… |
| 2041-12-20 | coupon | 0.450 |
| 2042-06-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 15.8y) | 3.508 % → ref. price 68.599 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2026-12-13 | -50bp | 2.993 | 74.147 | 0.224 | +8.39% | +33.56% |
| -25bp | 3.243 | 71.582 | 0.224 | +4.66% | +18.65% |
| Unchanged (roll-down) | 3.493 | 69.114 | 0.224 | +1.07% | +4.30% |
| +25bp | 3.743 | 66.739 | 0.224 | -2.38% | -9.51% |
| +50bp | 3.993 | 64.452 | 0.224 | -5.70% | -22.80% |
| 6m 2027-03-13 | -50bp | 2.979 | 74.620 | 0.445 | +9.40% | +18.80% |
| -25bp | 3.229 | 72.075 | 0.445 | +5.70% | +11.40% |
| Unchanged (roll-down) | 3.479 | 69.624 | 0.445 | +2.14% | +4.27% |
| +25bp | 3.729 | 67.264 | 0.445 | -1.29% | -2.59% |
| +50bp | 3.979 | 64.991 | 0.445 | -4.60% | -9.19% |
| 12m 2027-09-13 | -50bp | 2.938 | 75.699 | 0.900 | +11.63% | +11.63% |
| -25bp | 3.188 | 73.191 | 0.900 | +7.98% | +7.98% |
| Unchanged (roll-down) | 3.438 | 70.774 | 0.900 | +4.47% | +4.47% |
| +25bp | 3.688 | 68.443 | 0.900 | +1.08% | +1.08% |
| +50bp | 3.938 | 66.196 | 0.900 | -2.18% | -2.18% |