bonds / 20Y / JGB (20-Year) No. 144
Bond Information
| Name | JGB (20-Year) No. 144 |
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| ISIN | — |
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| Issue # | 144 |
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| Coupon (%) | 1.5% semi-annual |
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| Issue Date | 2013-04-22 |
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| Maturity | 2033-03-20 (Remaining 6.6y) |
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| Outstanding | ¥1.9T (2026-03-31・MOF) |
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| Total issued | ¥1.9T (annual report, FY-end) |
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| Statutory basis | 4条出納特例借換前倒 |
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| STRIPS principal | ¥0M (2026-06-30) |
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| SLF usage | last 30d —/ total ¥37.9B(last 2026-06-22・BOJ) |
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| BOJ Holding | ¥1.3T(67.3%)(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 | 1.500 % |
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| Compound Yield | 1.4986 % |
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| Accrued Interest | 0.641096 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.20 |
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| Macaulay Duration | 6.25 |
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| DV01 | — |
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| Convexity | 42.9 |
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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 | 0.750 |
| 2027-03-20 | coupon | 0.750 |
| 2027-09-20 | coupon | 0.750 |
| …(9 omitted)… |
| 2032-09-20 | coupon | 0.750 |
| 2033-03-20 | coupon + redemption | 100.750 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2013-04-18 | new | 3.68 | 21 | 1.522 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.6y) | 2.350 % → ref. price 94.839 |
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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 | 1.814 | 98.127 | -0.378 | +3.05% | +12.19% |
| -25bp | 2.064 | 96.667 | -0.378 | +1.52% | +6.07% |
| Unchanged (roll-down) | 2.314 | 95.231 | -0.378 | +0.01% | +0.05% |
| +25bp | 2.564 | 93.818 | -0.378 | -1.47% | -5.86% |
| +50bp | 2.814 | 92.429 | -0.378 | -2.92% | -11.68% |
| 6m 2027-02-23 | -50bp | 1.779 | 98.399 | 0.750 | +4.51% | +9.03% |
| -25bp | 2.029 | 96.990 | 0.750 | +3.04% | +6.08% |
| Unchanged (roll-down) | 2.279 | 95.603 | 0.750 | +1.59% | +3.17% |
| +25bp | 2.529 | 94.239 | 0.750 | +0.16% | +0.31% |
| +50bp | 2.779 | 92.895 | 0.750 | -1.25% | -2.50% |
| 12m 2027-08-23 | -50bp | 1.708 | 98.887 | 1.500 | +5.81% | +5.81% |
| -25bp | 1.958 | 97.580 | 1.500 | +4.44% | +4.44% |
| Unchanged (roll-down) | 2.208 | 96.292 | 1.500 | +3.09% | +3.09% |
| +25bp | 2.458 | 95.024 | 1.500 | +1.76% | +1.76% |
| +50bp | 2.708 | 93.774 | 1.500 | +0.45% | +0.45% |