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bonds / 20Y / JGB (20-Year) No. 182

Bond Information

NameJGB (20-Year) No. 182
ISIN
Issue #182
Coupon (%)1.1% semi-annual
Issue Date2022-10-19
Maturity2042-09-20 (Remaining 16.1y)
Outstanding¥3.6T (2026-03-31・MOF)
Total issued¥3.7T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d / total ¥7B(last 2026-07-03・BOJ)
BOJ Holding¥552.9B(15.2%)(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 Yield1.100 %
Compound Yield1.0989 %
Accrued Interest0.470137 (156 days) per 100
Settlement Amount
Modified Duration14.64
Macaulay Duration14.72
DV01
Convexity234.6

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.550
2027-03-20coupon0.550
2027-09-20coupon0.550
…(28 omitted)…
2042-03-20coupon0.550
2042-09-20coupon + redemption100.550

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2022-12-15reopen2.90231.088
2022-11-17reopen3.03161.029
2022-10-18new3.26171.123

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

CMT interpolated (rem 16.1y)3.476 % → ref. price 70.898
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp2.96076.610-0.277+7.61%+30.46%
-25bp3.21073.955-0.277+3.89%+15.58%
Unchanged (roll-down)3.46071.401-0.277+0.32%+1.26%
+25bp3.71068.945-0.277-3.13%-12.50%
+50bp3.96066.581-0.277-6.44%-25.75%
6m 2027-02-23-50bp2.94477.0710.550+9.42%+18.84%
-25bp3.19474.4360.550+5.73%+11.46%
Unchanged (roll-down)3.44471.9010.550+2.18%+4.35%
+25bp3.69469.4600.550-1.24%-2.49%
+50bp3.94467.1110.550-4.54%-9.07%
12m 2027-08-23-50bp2.91477.9701.100+11.45%+11.45%
-25bp3.16475.3781.100+7.82%+7.82%
Unchanged (roll-down)3.41472.8801.100+4.32%+4.32%
+25bp3.66470.4731.100+0.95%+0.95%
+50bp3.91468.1531.100-2.31%-2.31%