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bonds / 20Y / JGB (20-Year) No. 146

Bond Information

NameJGB (20-Year) No. 146
ISIN
Issue #146
Coupon (%)1.7% semi-annual
Issue Date2013-09-20
Maturity2033-09-20 (Remaining 7.1y)
Outstanding¥4.4T (2026-03-31・MOF)
Total issued¥4.3T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
STRIPS principal¥300M (2026-06-30)
SLF usagelast 30d / total ¥25.4B(last 2026-07-10・BOJ)
BOJ Holding¥2.9T(66.6%)(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 Yield1.700 %
Compound Yield1.6976 %
Accrued Interest0.726575 (156 days) per 100
Settlement Amount
Modified Duration6.60
Macaulay Duration6.65
DV01
Convexity48.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.850
2027-03-20coupon0.850
2027-09-20coupon0.850
…(10 omitted)…
2033-03-20coupon0.850
2033-09-20coupon + redemption100.850

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2013-11-19reopen4.7581.514
2013-10-22reopen4.3371.474
2013-09-18new3.21101.660

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

CMT interpolated (rem 7.1y)2.423 % → ref. price 95.306
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp1.88598.809-0.428+3.20%+12.80%
-25bp2.13597.238-0.428+1.57%+6.26%
Unchanged (roll-down)2.38595.695-0.428-0.04%-0.16%
+25bp2.63594.180-0.428-1.62%-6.48%
+50bp2.88592.691-0.428-3.17%-12.68%
6m 2027-02-23-50bp1.85099.0680.850+4.80%+9.60%
-25bp2.10097.5470.850+3.22%+6.44%
Unchanged (roll-down)2.35096.0530.850+1.66%+3.33%
+25bp2.60094.5830.850+0.13%+0.27%
+50bp2.85093.1390.850-1.37%-2.74%
12m 2027-08-23-50bp1.78099.5261.700+6.16%+6.16%
-25bp2.03098.1061.700+4.69%+4.69%
Unchanged (roll-down)2.28096.7091.700+3.23%+3.23%
+25bp2.53095.3331.700+1.80%+1.80%
+50bp2.78093.9801.700+0.39%+0.39%