bonds / 20Y / JGB (20-Year) No. 142
Bond Information
| Name | JGB (20-Year) No. 142 |
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| ISIN | — |
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| Issue # | 142 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2013-02-25 |
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| Maturity | 2032-12-20 （Remaining 6.3y） |
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| Outstanding | ¥1.8T （2026-03-31・MOF） |
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| Total issued | ¥1.8T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒 |
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| SLF usage | last 30d —／ total ¥69B（last 2026-06-16・BOJ） |
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| BOJ Holding | ¥1.2T（63.5%）（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 | 1.800 % |
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| Compound Yield | 1.7979 % |
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| Accrued Interest | 0.315616 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.94 |
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| Macaulay Duration | 5.99 |
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| DV01 | — |
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| Convexity | 39.5 |
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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 | 0.900 |
| 2027-06-20 | coupon | 0.900 |
| 2027-12-20 | coupon | 0.900 |
| …（8 omitted）… |
| 2032-06-20 | coupon | 0.900 |
| 2032-12-20 | coupon + redemption | 100.900 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2013-02-21 | new | 2.56 | 11 | 1.751 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.3y) | 2.315 % → ref. price 96.970 |
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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 | 100.105 | 0.454 | +3.69% | +14.76% |
| -25bp | 2.030 | 98.681 | 0.454 | +2.23% | +8.90% |
| Unchanged (roll-down) | 2.280 | 97.280 | 0.454 | +0.78% | +3.14% |
| +25bp | 2.530 | 95.900 | 0.454 | -0.63% | -2.53% |
| +50bp | 2.780 | 94.543 | 0.454 | -2.03% | -8.11% |
| 6m 2027-02-23 | -50bp | 1.744 | 100.300 | 0.905 | +4.35% | +8.71% |
| -25bp | 1.994 | 98.928 | 0.905 | +2.94% | +5.89% |
| Unchanged (roll-down) | 2.244 | 97.578 | 0.905 | +1.56% | +3.11% |
| +25bp | 2.494 | 96.248 | 0.905 | +0.19% | +0.38% |
| +50bp | 2.744 | 94.938 | 0.905 | -1.16% | -2.32% |
| 12m 2027-08-23 | -50bp | 1.673 | 100.630 | 1.800 | +5.61% | +5.61% |
| -25bp | 1.923 | 99.364 | 1.800 | +4.31% | +4.31% |
| Unchanged (roll-down) | 2.173 | 98.117 | 1.800 | +3.03% | +3.03% |
| +25bp | 2.423 | 96.887 | 1.800 | +1.76% | +1.76% |
| +50bp | 2.673 | 95.674 | 1.800 | +0.52% | +0.52% |