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bonds / 20Y / JGB (20-Year) No. 182

Bond Information

NameJGB (20-Year) No. 182
ISIN
Issue #182
Coupon (%)1.1% semi-annual
Issue Date2022-10-19
Maturity2042-09-20 (Remaining 16y)
Outstanding¥3.6T (2026-03-31・MOF)
Total issued¥3.7T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d ¥21.7B/ total ¥28.7B(last 2026-09-09・BOJ)
BOJ Holding¥554.8B(15.2%)(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 Yield1.100 %
Compound Yield1.0990 %
Accrued Interest0.533425 (177 days) per 100
Settlement Amount
Modified Duration14.58
Macaulay Duration14.66
DV01
Convexity232.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.550
2027-03-20coupon0.550
2027-09-20coupon0.550
…(28 omitted)…
2042-03-20coupon0.550
2042-09-20coupon + redemption100.550

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2022-12-15reopen2.90231.088
2022-11-17reopen3.03161.029
2022-10-18new3.26171.123

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 16.0y)3.522 % → ref. price 70.510
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.00876.160-0.280+7.56%+30.24%
-25bp3.25873.530-0.280+3.86%+15.43%
Unchanged (roll-down)3.50871.001-0.280+0.30%+1.19%
+25bp3.75868.567-0.280-3.13%-12.52%
+50bp4.00866.225-0.280-6.43%-25.70%
6m 2027-03-13-50bp2.99376.6060.541+9.34%+18.68%
-25bp3.24373.9960.541+5.67%+11.34%
Unchanged (roll-down)3.49371.4840.541+2.13%+4.27%
+25bp3.74369.0660.541-1.27%-2.54%
+50bp3.99366.7380.541-4.55%-9.09%
12m 2027-09-13-50bp2.96477.5091.100+11.40%+11.40%
-25bp3.21474.9421.100+7.79%+7.79%
Unchanged (roll-down)3.46472.4681.100+4.31%+4.31%
+25bp3.71470.0851.100+0.95%+0.95%
+50bp3.96467.7871.100-2.28%-2.28%