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bonds / 20Y / JGB (20-Year) No. 181

Bond Information

NameJGB (20-Year) No. 181
ISIN—
Issue #181
Coupon (%)0.9% semi-annual
Issue Date2022-07-15
Maturity2042-06-20 (Remaining 15.6y)
Outstanding¥4T (2026-03-31・MOF)
Total issued¥4T (annual report, FY-end)
Statutory basis特例借換前倒財投
SLF usagelast 30d —/ total ¥37.4B(last 2026-02-24・BOJ)
BOJ Holding¥359.7B(9.1%)(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 Yield0.900 %
Compound Yield0.8993 %
Accrued Interest0.320548 (130 days) per 100
Settlement Amount—
Modified Duration14.53
Macaulay Duration14.59
DV01—
Convexity228.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.450
2027-06-20coupon0.450
2027-12-20coupon0.450
…(27 omitted)…
2041-12-20coupon0.450
2042-06-20coupon + redemption100.450

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2022-09-15reopen2.51840.894
2022-08-18reopen3.2850.752
2022-07-14new3.63100.902

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 15.6y)3.408 % → ref. price 69.758
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.89475.349-0.224+7.66%+30.63%
-25bp3.14472.758-0.224+3.96%+15.84%
Unchanged (roll-down)3.39470.264-0.224+0.40%+1.61%
+25bp3.64467.863-0.224-3.02%-12.09%
+50bp3.89465.552-0.224-6.32%-25.29%
6m 2027-04-28-50bp2.88175.8040.448+9.27%+18.53%
-25bp3.13173.2340.448+5.60%+11.20%
Unchanged (roll-down)3.38170.7590.448+2.07%+4.13%
+25bp3.63168.3750.448-1.34%-2.67%
+50bp3.88166.0780.448-4.61%-9.22%
12m 2027-10-28-50bp2.83576.9140.900+11.50%+11.50%
-25bp3.08574.3820.900+7.88%+7.88%
Unchanged (roll-down)3.33571.9410.900+4.40%+4.40%
+25bp3.58569.5870.900+1.04%+1.04%
+50bp3.83567.3160.900-2.20%-2.20%