bonds / 20Y / JGB (20-Year) No. 181
Bond Information
| Name | JGB (20-Year) No. 181 |
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| ISIN | — |
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| Issue # | 181 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2022-07-15 |
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| Maturity | 2042-06-20 (Remaining 15.8y) |
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| Outstanding | ¥4T (2026-03-31・MOF) |
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| Total issued | ¥4T (annual report, FY-end) |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d —/ total ¥37.4B(last 2026-02-24・BOJ) |
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| BOJ Holding | ¥359.7B(9.1%)(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 | 0.900 % |
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| Compound Yield | 0.8994 % |
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| Accrued Interest | 0.157808 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 14.71 |
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| Macaulay Duration | 14.77 |
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| DV01 | — |
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| Convexity | 233.7 |
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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 | 0.450 |
| 2027-06-20 | coupon | 0.450 |
| 2027-12-20 | coupon | 0.450 |
| …(27 omitted)… |
| 2041-12-20 | coupon | 0.450 |
| 2042-06-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 15.8y) | 3.460 % → ref. price 68.979 |
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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 | 2.945 | 74.587 | 0.227 | +8.44% | +33.76% |
| -25bp | 3.195 | 71.997 | 0.227 | +4.69% | +18.77% |
| Unchanged (roll-down) | 3.445 | 69.505 | 0.227 | +1.09% | +4.36% |
| +25bp | 3.695 | 67.107 | 0.227 | -2.38% | -9.52% |
| +50bp | 3.945 | 64.800 | 0.227 | -5.72% | -22.87% |
| 6m 2027-02-23 | -50bp | 2.929 | 75.077 | 0.452 | +9.47% | +18.95% |
| -25bp | 3.179 | 72.507 | 0.452 | +5.76% | +11.51% |
| Unchanged (roll-down) | 3.429 | 70.033 | 0.452 | +2.18% | +4.36% |
| +25bp | 3.679 | 67.650 | 0.452 | -1.27% | -2.53% |
| +50bp | 3.929 | 65.357 | 0.452 | -4.59% | -9.17% |
| 12m 2027-08-23 | -50bp | 2.890 | 76.119 | 0.900 | +11.63% | +11.63% |
| -25bp | 3.140 | 73.587 | 0.900 | +7.97% | +7.97% |
| Unchanged (roll-down) | 3.390 | 71.147 | 0.900 | +4.44% | +4.44% |
| +25bp | 3.640 | 68.794 | 0.900 | +1.03% | +1.03% |
| +50bp | 3.890 | 66.527 | 0.900 | -2.25% | -2.25% |