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bonds / 20Y / JGB (20-Year) No. 143

Bond Information

NameJGB (20-Year) No. 143
ISIN
Issue #143
Coupon (%)1.6% semi-annual
Issue Date2013-03-21
Maturity2033-03-20 (Remaining 6.6y)
Outstanding¥3T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条特例借換前倒
STRIPS principal¥200M (2026-06-30)
SLF usagelast 30d / total ¥37.4B(last 2026-07-16・BOJ)
BOJ Holding¥2T(67.3%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.600 %
Compound Yield1.5985 %
Accrued Interest0.683836 (156 days) per 100
Settlement Amount
Modified Duration6.18
Macaulay Duration6.23
DV01
Convexity42.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.800
2027-03-20coupon0.800
2027-09-20coupon0.800
…(9 omitted)…
2032-09-20coupon0.800
2033-03-20coupon + redemption100.800

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-05-28reopen2.54211.680
2013-03-14new3.11241.623

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 6.6y)2.350 % → ref. price 95.445
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.81498.722-0.403+2.99%+11.96%
-25bp2.06497.257-0.403+1.46%+5.86%
Unchanged (roll-down)2.31495.816-0.403-0.03%-0.14%
+25bp2.56494.399-0.403-1.51%-6.03%
+50bp2.81493.005-0.403-2.96%-11.83%
6m 2027-02-23-50bp1.77998.9720.800+4.50%+9.00%
-25bp2.02997.5590.800+3.03%+6.06%
Unchanged (roll-down)2.27996.1670.800+1.58%+3.17%
+25bp2.52994.7980.800+0.16%+0.32%
+50bp2.77993.4510.800-1.24%-2.49%
12m 2027-08-23-50bp1.70899.4161.600+5.80%+5.80%
-25bp1.95898.1051.600+4.43%+4.43%
Unchanged (roll-down)2.20896.8141.600+3.09%+3.09%
+25bp2.45895.5411.600+1.76%+1.76%
+50bp2.70894.2881.600+0.46%+0.46%