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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 16.2y)
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 —/ 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.400 %
Compound Yield1.3989 %
Accrued Interest0.498630 (130 days) per 100
Settlement Amount—
Modified Duration14.34
Macaulay Duration14.45
DV01—
Convexity228.6

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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 16.1y)3.435 % → ref. price 74.911
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.92280.742-0.349+7.27%+29.08%
-25bp3.17277.993-0.349+3.62%+14.50%
Unchanged (roll-down)3.42275.349-0.349+0.12%+0.48%
+25bp3.67272.806-0.349-3.25%-13.02%
+50bp3.92270.358-0.349-6.50%-26.00%
6m 2027-04-28-50bp2.90881.1260.696+9.16%+18.33%
-25bp3.15878.4000.696+5.55%+11.10%
Unchanged (roll-down)3.40875.7760.696+2.07%+4.14%
+25bp3.65873.2510.696-1.28%-2.56%
+50bp3.90870.8200.696-4.50%-9.00%
12m 2027-10-28-50bp2.88181.9021.400+11.13%+11.13%
-25bp3.13179.2241.400+7.58%+7.58%
Unchanged (roll-down)3.38176.6431.400+4.15%+4.15%
+25bp3.63174.1561.400+0.86%+0.86%
+50bp3.88171.7601.400-2.32%-2.32%