bonds / 20Y / JGB (20-Year) No. 129
Bond Information
| Name | JGB (20-Year) No. 129 |
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| ISIN | — |
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| Issue # | 129 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2011-08-30 |
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| Maturity | 2031-06-20 （Remaining 4.8y） |
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| Outstanding | ¥1.6T （2026-03-31・MOF） |
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| Total issued | ¥1.5T （annual report, FY-end） |
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| Statutory basis | 借換前倒 |
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| SLF usage | last 30d —／ total ¥8.3B（last 2026-03-09・BOJ） |
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| BOJ Holding | ¥1T（63.3%）（as of 2026-08-31・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 | 1.800 % |
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| Compound Yield | 1.7987 % |
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| Accrued Interest | 0.419178 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.53 |
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| Macaulay Duration | 4.57 |
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| DV01 | — |
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| Convexity | 23.4 |
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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 | 0.900 |
| 2027-06-20 | coupon | 0.900 |
| 2027-12-20 | coupon | 0.900 |
| …（5 omitted）… |
| 2030-12-20 | coupon | 0.900 |
| 2031-06-20 | coupon + redemption | 100.900 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2011-08-25 | new | 3.12 | 7 | 1.857 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 4.8y) | 2.216 % → ref. price 98.121 |
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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 2026-12-13 | -50bp | 1.686 | 100.489 | 0.449 | +2.86% | +11.43% |
| -25bp | 1.936 | 99.409 | 0.449 | +1.76% | +7.05% |
| Unchanged (roll-down) | 2.186 | 98.342 | 0.449 | +0.68% | +2.72% |
| +25bp | 2.436 | 97.288 | 0.449 | -0.39% | -1.56% |
| +50bp | 2.686 | 96.247 | 0.449 | -1.45% | -5.79% |
| 6m 2027-03-13 | -50bp | 1.656 | 100.586 | 0.890 | +3.41% | +6.81% |
| -25bp | 1.906 | 99.561 | 0.890 | +2.37% | +4.73% |
| Unchanged (roll-down) | 2.156 | 98.548 | 0.890 | +1.34% | +2.67% |
| +25bp | 2.406 | 97.547 | 0.890 | +0.32% | +0.64% |
| +50bp | 2.656 | 96.557 | 0.890 | -0.68% | -1.37% |
| 12m 2027-09-13 | -50bp | 1.584 | 100.780 | 1.800 | +4.53% | +4.53% |
| -25bp | 1.834 | 99.869 | 1.800 | +3.60% | +3.60% |
| Unchanged (roll-down) | 2.084 | 98.968 | 1.800 | +2.69% | +2.69% |
| +25bp | 2.334 | 98.076 | 1.800 | +1.78% | +1.78% |
| +50bp | 2.584 | 97.193 | 1.800 | +0.89% | +0.89% |