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 16.2y) |
|---|
| 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 —/ total ¥121B(last 2026-09-08・BOJ) |
|---|
| BOJ Holding | ¥942.3B(25.8%)(as of 2026-10-20・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 | 0.498630 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 14.34 |
|---|
| Macaulay Duration | 14.45 |
|---|
| DV01 | — |
|---|
| Convexity | 228.6 |
|---|
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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 16.1y) | 3.435 % → ref. price 74.911 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.922 | 80.742 | -0.349 | +7.27% | +29.08% |
| -25bp | 3.172 | 77.993 | -0.349 | +3.62% | +14.50% |
| Unchanged (roll-down) | 3.422 | 75.349 | -0.349 | +0.12% | +0.48% |
| +25bp | 3.672 | 72.806 | -0.349 | -3.25% | -13.02% |
| +50bp | 3.922 | 70.358 | -0.349 | -6.50% | -26.00% |
| 6m 2027-04-28 | -50bp | 2.908 | 81.126 | 0.696 | +9.16% | +18.33% |
| -25bp | 3.158 | 78.400 | 0.696 | +5.55% | +11.10% |
| Unchanged (roll-down) | 3.408 | 75.776 | 0.696 | +2.07% | +4.14% |
| +25bp | 3.658 | 73.251 | 0.696 | -1.28% | -2.56% |
| +50bp | 3.908 | 70.820 | 0.696 | -4.50% | -9.00% |
| 12m 2027-10-28 | -50bp | 2.881 | 81.902 | 1.400 | +11.13% | +11.13% |
| -25bp | 3.131 | 79.224 | 1.400 | +7.58% | +7.58% |
| Unchanged (roll-down) | 3.381 | 76.643 | 1.400 | +4.15% | +4.15% |
| +25bp | 3.631 | 74.156 | 1.400 | +0.86% | +0.86% |
| +50bp | 3.881 | 71.760 | 1.400 | -2.32% | -2.32% |