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bonds / 20Y / JGB (20-Year) No. 181

Bond Information

NameJGB (20-Year) No. 181
ISIN
Issue #181
Coupon (%)0.9% semi-annual
Issue Date2022-07-15
Maturity2042-06-20 (Remaining 15.8y)
Outstanding¥4T (2026-03-31・MOF)
Total issued¥4T (annual report, FY-end)
Statutory basis特例借換前倒財投
SLF usagelast 30d / total ¥37.4B(last 2026-02-24・BOJ)
BOJ Holding¥359.7B(9.1%)(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 Yield0.900 %
Compound Yield0.8994 %
Accrued Interest0.157808 (64 days) per 100
Settlement Amount
Modified Duration14.71
Macaulay Duration14.77
DV01
Convexity233.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.450
2027-06-20coupon0.450
2027-12-20coupon0.450
…(27 omitted)…
2041-12-20coupon0.450
2042-06-20coupon + redemption100.450

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2022-09-15reopen2.51840.894
2022-08-18reopen3.2850.752
2022-07-14new3.63100.902

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

CMT interpolated (rem 15.8y)3.460 % → ref. price 68.979
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp2.94574.5870.227+8.44%+33.76%
-25bp3.19571.9970.227+4.69%+18.77%
Unchanged (roll-down)3.44569.5050.227+1.09%+4.36%
+25bp3.69567.1070.227-2.38%-9.52%
+50bp3.94564.8000.227-5.72%-22.87%
6m 2027-02-23-50bp2.92975.0770.452+9.47%+18.95%
-25bp3.17972.5070.452+5.76%+11.51%
Unchanged (roll-down)3.42970.0330.452+2.18%+4.36%
+25bp3.67967.6500.452-1.27%-2.53%
+50bp3.92965.3570.452-4.59%-9.17%
12m 2027-08-23-50bp2.89076.1190.900+11.63%+11.63%
-25bp3.14073.5870.900+7.97%+7.97%
Unchanged (roll-down)3.39071.1470.900+4.44%+4.44%
+25bp3.64068.7940.900+1.03%+1.03%
+50bp3.89066.5270.900-2.25%-2.25%