bonds / 20Y / JGB (20-Year) No. 183
Bond Information
| Name | JGB (20-Year) No. 183 |
|---|
| ISIN | — |
|---|
| Issue # | 183 |
|---|
| Coupon (%) | 1.4% semi-annual |
|---|
| Issue Date | 2023-01-20 |
|---|
| Maturity | 2042-12-20 (Remaining 16.3y) |
|---|
| Outstanding | ¥3.7T (2026-03-31・MOF) |
|---|
| Total issued | ¥3.8T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 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) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.400 % |
|---|
| Compound Yield | 1.3989 % |
|---|
| Accrued Interest | 0.326027 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 14.47 |
|---|
| Macaulay Duration | 14.57 |
|---|
| DV01 | — |
|---|
| Convexity | 232.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.700 |
| 2027-06-20 | coupon | 0.700 |
| 2027-12-20 | coupon | 0.700 |
| …(28 omitted)… |
| 2042-06-20 | coupon | 0.700 |
| 2042-12-20 | coupon + redemption | 100.700 |
Related Auctions
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) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.022 | 79.495 | 0.349 | +8.28% | +33.14% |
| -25bp | 3.272 | 76.775 | 0.349 | +4.61% | +18.45% |
| Unchanged (roll-down) | 3.522 | 74.160 | 0.349 | +1.08% | +4.31% |
| +25bp | 3.772 | 71.644 | 0.349 | -2.32% | -9.28% |
| +50bp | 4.022 | 69.225 | 0.349 | -5.59% | -22.35% |
| 6m 2027-03-13 | -50bp | 3.008 | 79.899 | 0.692 | +9.29% | +18.59% |
| -25bp | 3.258 | 77.201 | 0.692 | +5.65% | +11.30% |
| Unchanged (roll-down) | 3.508 | 74.604 | 0.692 | +2.14% | +4.28% |
| +25bp | 3.758 | 72.105 | 0.692 | -1.23% | -2.47% |
| +50bp | 4.008 | 69.700 | 0.692 | -4.48% | -8.96% |
| 12m 2027-09-13 | -50bp | 2.979 | 80.720 | 1.400 | +11.36% | +11.36% |
| -25bp | 3.229 | 78.066 | 1.400 | +7.77% | +7.77% |
| Unchanged (roll-down) | 3.479 | 75.510 | 1.400 | +4.32% | +4.32% |
| +25bp | 3.729 | 73.047 | 1.400 | +0.99% | +0.99% |
| +50bp | 3.979 | 70.673 | 1.400 | -2.21% | -2.21% |