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 4.6y） |
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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 2026-10-20・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 | 0.641096 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.41 |
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| Macaulay Duration | 4.45 |
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| DV01 | — |
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| Convexity | 22.2 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.6y) | 2.196 % → ref. price 98.253 |
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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 2027-01-28 | -50bp | 1.667 | 100.559 | -0.449 | +1.88% | +7.51% |
| -25bp | 1.917 | 99.507 | -0.449 | +0.81% | +3.26% |
| Unchanged (roll-down) | 2.167 | 98.467 | -0.449 | -0.24% | -0.95% |
| +25bp | 2.417 | 97.440 | -0.449 | -1.28% | -5.10% |
| +50bp | 2.667 | 96.425 | -0.449 | -2.30% | -9.21% |
| 6m 2027-04-28 | -50bp | 1.638 | 100.644 | 0.895 | +3.32% | +6.65% |
| -25bp | 1.888 | 99.647 | 0.895 | +2.32% | +4.63% |
| Unchanged (roll-down) | 2.138 | 98.662 | 0.895 | +1.32% | +2.64% |
| +25bp | 2.388 | 97.688 | 0.895 | +0.33% | +0.67% |
| +50bp | 2.638 | 96.724 | 0.895 | -0.64% | -1.28% |
| 12m 2027-10-28 | -50bp | 1.570 | 100.805 | 1.800 | +4.40% | +4.40% |
| -25bp | 1.820 | 99.922 | 1.800 | +3.51% | +3.51% |
| Unchanged (roll-down) | 2.070 | 99.049 | 1.800 | +2.63% | +2.63% |
| +25bp | 2.320 | 98.184 | 1.800 | +1.75% | +1.75% |
| +50bp | 2.570 | 97.328 | 1.800 | +0.89% | +0.89% |