bonds / 20Y / JGB (20-Year) No. 141
Bond Information
| Name | JGB (20-Year) No. 141 |
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| ISIN | — |
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| Issue # | 141 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2012-12-20 |
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| Maturity | 2032-12-20 （Remaining 6.3y） |
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| Outstanding | ¥3T （2026-03-31・MOF） |
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| Total issued | ¥2.9T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| STRIPS principal | ¥300M （2026-06-30） |
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| BOJ Holding | ¥1.5T（49.8%）（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 | 1.6980 % |
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| Accrued Interest | 0.298082 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.96 |
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| Macaulay Duration | 6.01 |
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| DV01 | — |
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| Convexity | 39.7 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.850 |
| 2027-06-20 | coupon | 0.850 |
| 2027-12-20 | coupon | 0.850 |
| …（8 omitted）… |
| 2032-06-20 | coupon | 0.850 |
| 2032-12-20 | coupon + redemption | 100.850 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.3y) | 2.315 % → ref. price 96.385 |
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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 | 1.780 | 99.532 | 0.428 | +3.70% | +14.79% |
| -25bp | 2.030 | 98.112 | 0.428 | +2.23% | +8.92% |
| Unchanged (roll-down) | 2.280 | 96.716 | 0.428 | +0.79% | +3.14% |
| +25bp | 2.530 | 95.341 | 0.428 | -0.64% | -2.55% |
| +50bp | 2.780 | 93.988 | 0.428 | -2.04% | -8.14% |
| 6m 2027-02-23 | -50bp | 1.744 | 99.748 | 0.855 | +4.36% | +8.73% |
| -25bp | 1.994 | 98.381 | 0.855 | +2.95% | +5.90% |
| Unchanged (roll-down) | 2.244 | 97.035 | 0.855 | +1.56% | +3.11% |
| +25bp | 2.494 | 95.709 | 0.855 | +0.19% | +0.37% |
| +50bp | 2.744 | 94.404 | 0.855 | -1.16% | -2.33% |
| 12m 2027-08-23 | -50bp | 1.673 | 100.123 | 1.700 | +5.62% | +5.62% |
| -25bp | 1.923 | 98.861 | 1.700 | +4.32% | +4.32% |
| Unchanged (roll-down) | 2.173 | 97.617 | 1.700 | +3.03% | +3.03% |
| +25bp | 2.423 | 96.390 | 1.700 | +1.76% | +1.76% |
| +50bp | 2.673 | 95.181 | 1.700 | +0.51% | +0.51% |