bonds / 20Y / JGB (20-Year) No. 140
Bond Information
| Name | JGB (20-Year) No. 140 |
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| ISIN | — |
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| Issue # | 140 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2012-09-20 |
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| Maturity | 2032-09-20 （Remaining 6.1y） |
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| Outstanding | ¥4.2T （2026-03-31・MOF） |
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| Total issued | ¥4.3T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥400M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥19.5B（last 2026-03-09・BOJ） |
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| BOJ Holding | ¥2.4T（58.0%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 1.700 % |
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| Compound Yield | 1.6972 % |
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| Accrued Interest | 0.726575 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.71 |
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| Macaulay Duration | 5.76 |
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| DV01 | — |
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| Convexity | 36.7 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.850 |
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| …（8 omitted）… |
| 2032-03-20 | coupon | 0.850 |
| 2032-09-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.1y) | 2.280 % → ref. price 96.708 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2026-11-23 | -50bp | 1.744 | 99.746 | -0.428 | +2.68% | +10.72% |
| -25bp | 1.994 | 98.378 | -0.428 | +1.28% | +5.10% |
| Unchanged (roll-down) | 2.244 | 97.032 | -0.428 | -0.11% | -0.43% |
| +25bp | 2.494 | 95.706 | -0.428 | -1.47% | -5.87% |
| +50bp | 2.744 | 94.400 | -0.428 | -2.81% | -11.23% |
| 6m 2027-02-23 | -50bp | 1.709 | 99.946 | 0.850 | +4.20% | +8.39% |
| -25bp | 1.959 | 98.631 | 0.850 | +2.85% | +5.69% |
| Unchanged (roll-down) | 2.209 | 97.336 | 0.850 | +1.52% | +3.04% |
| +25bp | 2.459 | 96.060 | 0.850 | +0.21% | +0.42% |
| +50bp | 2.709 | 94.802 | 0.850 | -1.08% | -2.17% |
| 12m 2027-08-23 | -50bp | 1.638 | 100.285 | 1.700 | +5.42% | +5.42% |
| -25bp | 1.888 | 99.077 | 1.700 | +4.18% | +4.18% |
| Unchanged (roll-down) | 2.138 | 97.885 | 1.700 | +2.95% | +2.95% |
| +25bp | 2.388 | 96.709 | 1.700 | +1.75% | +1.75% |
| +50bp | 2.638 | 95.549 | 1.700 | +0.56% | +0.56% |