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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 15.8y)
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 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.900 %
Compound Yield0.8993 %
Accrued Interest0.209589 (85 days) per 100
Settlement Amount
Modified Duration14.65
Macaulay Duration14.71
DV01
Convexity232.0

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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 15.8y)3.508 % → ref. price 68.599
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp2.99374.1470.224+8.39%+33.56%
-25bp3.24371.5820.224+4.66%+18.65%
Unchanged (roll-down)3.49369.1140.224+1.07%+4.30%
+25bp3.74366.7390.224-2.38%-9.51%
+50bp3.99364.4520.224-5.70%-22.80%
6m 2027-03-13-50bp2.97974.6200.445+9.40%+18.80%
-25bp3.22972.0750.445+5.70%+11.40%
Unchanged (roll-down)3.47969.6240.445+2.14%+4.27%
+25bp3.72967.2640.445-1.29%-2.59%
+50bp3.97964.9910.445-4.60%-9.19%
12m 2027-09-13-50bp2.93875.6990.900+11.63%+11.63%
-25bp3.18873.1910.900+7.98%+7.98%
Unchanged (roll-down)3.43870.7740.900+4.47%+4.47%
+25bp3.68868.4430.900+1.08%+1.08%
+50bp3.93866.1960.900-2.18%-2.18%