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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 15.9y)
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 —/ total ¥28.7B(last 2026-09-09・BOJ)
BOJ Holding¥554.8B(15.2%)(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 Yield1.100 %
Compound Yield1.0992 %
Accrued Interest0.114521 (38 days) per 100
Settlement Amount—
Modified Duration14.54
Macaulay Duration14.62
DV01—
Convexity230.6

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.550
2027-09-20coupon0.550
2028-03-20coupon0.550
…(27 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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 15.9y)3.422 % → ref. price 71.691
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.90877.3820.277+8.31%+33.25%
-25bp3.15874.7250.277+4.61%+18.44%
Unchanged (roll-down)3.40872.1680.277+1.05%+4.20%
+25bp3.65869.7080.277-2.38%-9.51%
+50bp3.90867.3400.277-5.67%-22.70%
6m 2027-04-28-50bp2.89577.8040.553+9.28%+18.57%
-25bp3.14575.1690.553+5.61%+11.23%
Unchanged (roll-down)3.39572.6310.553+2.08%+4.16%
+25bp3.64570.1880.553-1.32%-2.65%
+50bp3.89567.8350.553-4.60%-9.20%
12m 2027-10-28-50bp2.86278.7261.100+11.33%+11.33%
-25bp3.11276.1341.100+7.72%+7.72%
Unchanged (roll-down)3.36273.6351.100+4.24%+4.24%
+25bp3.61271.2271.100+0.89%+0.89%
+50bp3.86268.9051.100-2.35%-2.35%