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 15.6y) |
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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 2026-10-20・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 | 0.320548 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.53 |
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| Macaulay Duration | 14.59 |
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| DV01 | — |
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| Convexity | 228.3 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 15.6y) | 3.408 % → ref. price 69.758 |
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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 2027-01-28 | -50bp | 2.894 | 75.349 | -0.224 | +7.66% | +30.63% |
| -25bp | 3.144 | 72.758 | -0.224 | +3.96% | +15.84% |
| Unchanged (roll-down) | 3.394 | 70.264 | -0.224 | +0.40% | +1.61% |
| +25bp | 3.644 | 67.863 | -0.224 | -3.02% | -12.09% |
| +50bp | 3.894 | 65.552 | -0.224 | -6.32% | -25.29% |
| 6m 2027-04-28 | -50bp | 2.881 | 75.804 | 0.448 | +9.27% | +18.53% |
| -25bp | 3.131 | 73.234 | 0.448 | +5.60% | +11.20% |
| Unchanged (roll-down) | 3.381 | 70.759 | 0.448 | +2.07% | +4.13% |
| +25bp | 3.631 | 68.375 | 0.448 | -1.34% | -2.67% |
| +50bp | 3.881 | 66.078 | 0.448 | -4.61% | -9.22% |
| 12m 2027-10-28 | -50bp | 2.835 | 76.914 | 0.900 | +11.50% | +11.50% |
| -25bp | 3.085 | 74.382 | 0.900 | +7.88% | +7.88% |
| Unchanged (roll-down) | 3.335 | 71.941 | 0.900 | +4.40% | +4.40% |
| +25bp | 3.585 | 69.587 | 0.900 | +1.04% | +1.04% |
| +50bp | 3.835 | 67.316 | 0.900 | -2.20% | -2.20% |