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bonds / 20Y / JGB (20-Year) No. 183

Bond Information

NameJGB (20-Year) No. 183
ISIN
Issue #183
Coupon (%)1.4% semi-annual
Issue Date2023-01-20
Maturity2042-12-20 (Remaining 16.3y)
Outstanding¥3.7T (2026-03-31・MOF)
Total issued¥3.8T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d ¥700M/ total ¥121B(last 2026-09-08・BOJ)
BOJ Holding¥942.3B(25.8%)(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 Yield1.400 %
Compound Yield1.3989 %
Accrued Interest0.326027 (85 days) per 100
Settlement Amount
Modified Duration14.47
Macaulay Duration14.57
DV01
Convexity232.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.700
2027-06-20coupon0.700
2027-12-20coupon0.700
…(28 omitted)…
2042-06-20coupon0.700
2042-12-20coupon + redemption100.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2023-03-16reopen2.85671.079
2023-02-21reopen3.05131.306
2023-01-19new3.3621.341

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

CMT interpolated (rem 16.3y)3.537 % → ref. price 73.710
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.02279.4950.349+8.28%+33.14%
-25bp3.27276.7750.349+4.61%+18.45%
Unchanged (roll-down)3.52274.1600.349+1.08%+4.31%
+25bp3.77271.6440.349-2.32%-9.28%
+50bp4.02269.2250.349-5.59%-22.35%
6m 2027-03-13-50bp3.00879.8990.692+9.29%+18.59%
-25bp3.25877.2010.692+5.65%+11.30%
Unchanged (roll-down)3.50874.6040.692+2.14%+4.28%
+25bp3.75872.1050.692-1.23%-2.47%
+50bp4.00869.7000.692-4.48%-8.96%
12m 2027-09-13-50bp2.97980.7201.400+11.36%+11.36%
-25bp3.22978.0661.400+7.77%+7.77%
Unchanged (roll-down)3.47975.5101.400+4.32%+4.32%
+25bp3.72973.0471.400+0.99%+0.99%
+50bp3.97970.6731.400-2.21%-2.21%