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bonds / 20Y / JGB (20-Year) No. 183

Bond Information

NameJGB (20-Year) No. 183
ISIN
Issue #183
Coupon (%)1.4% semi-annual
Issue Date2023-01-20
Maturity2042-12-20 (Remaining 16.3y)
Outstanding¥3.7T (2026-03-31・MOF)
Total issued¥3.8T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥120.3B(last 2026-05-27・BOJ)
BOJ Holding¥942.3B(25.8%)(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 Yield1.400 %
Compound Yield1.3989 %
Accrued Interest0.245479 (64 days) per 100
Settlement Amount
Modified Duration14.52
Macaulay Duration14.63
DV01
Convexity233.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.700
2027-06-20coupon0.700
2027-12-20coupon0.700
…(28 omitted)…
2042-06-20coupon0.700
2042-12-20coupon + redemption100.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2023-03-16reopen2.85671.079
2023-02-21reopen3.05131.306
2023-01-19new3.3621.341

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

CMT interpolated (rem 16.3y)3.491 % → ref. price 74.115
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp2.97679.9610.353+8.34%+33.34%
-25bp3.22677.2160.353+4.64%+18.58%
Unchanged (roll-down)3.47674.5760.353+1.09%+4.37%
+25bp3.72672.0370.353-2.32%-9.28%
+50bp3.97669.5950.353-5.60%-22.42%
6m 2027-02-23-50bp2.96080.3820.704+9.37%+18.75%
-25bp3.21077.6580.704+5.71%+11.42%
Unchanged (roll-down)3.46075.0370.704+2.19%+4.37%
+25bp3.71072.5150.704-1.21%-2.41%
+50bp3.96070.0880.704-4.47%-8.94%
12m 2027-08-23-50bp2.92981.2001.400+11.41%+11.41%
-25bp3.17978.5201.400+7.81%+7.81%
Unchanged (roll-down)3.42975.9391.400+4.33%+4.33%
+25bp3.67973.4521.400+0.99%+0.99%
+50bp3.92971.0561.400-2.23%-2.23%