bonds / 20Y / JGB (20-Year) No. 130
Bond Information
| Name | JGB (20-Year) No. 130 |
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| ISIN | — |
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| Issue # | 130 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2011-09-20 |
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| Maturity | 2031-09-20 （Remaining 5y） |
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| Outstanding | ¥2.7T （2026-03-31・MOF） |
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| Total issued | ¥2.7T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥300M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥200M（last 2025-12-29・BOJ） |
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| BOJ Holding | ¥1.3T（47.6%）（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 | 1.7975 % |
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| Accrued Interest | 0.872877 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.74 |
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| Macaulay Duration | 4.78 |
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| DV01 | — |
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| Convexity | 25.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.900 |
| 2027-03-20 | coupon | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| …（6 omitted）… |
| 2031-03-20 | coupon | 0.900 |
| 2031-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.0y) | 2.246 % → ref. price 97.881 |
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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 | 1.716 | 100.376 | -0.459 | +2.06% | +8.25% |
| -25bp | 1.966 | 99.240 | -0.459 | +0.91% | +3.65% |
| Unchanged (roll-down) | 2.216 | 98.119 | -0.459 | -0.22% | -0.89% |
| +25bp | 2.466 | 97.011 | -0.459 | -1.34% | -5.38% |
| +50bp | 2.716 | 95.918 | -0.459 | -2.45% | -9.81% |
| 6m 2027-03-13 | -50bp | 1.687 | 100.487 | 0.885 | +3.54% | +7.07% |
| -25bp | 1.937 | 99.406 | 0.885 | +2.44% | +4.88% |
| Unchanged (roll-down) | 2.187 | 98.337 | 0.885 | +1.36% | +2.72% |
| +25bp | 2.437 | 97.282 | 0.885 | +0.29% | +0.58% |
| +50bp | 2.687 | 96.240 | 0.885 | -0.76% | -1.53% |
| 12m 2027-09-13 | -50bp | 1.626 | 100.662 | 1.800 | +4.64% | +4.64% |
| -25bp | 1.876 | 99.694 | 1.800 | +3.66% | +3.66% |
| Unchanged (roll-down) | 2.126 | 98.737 | 1.800 | +2.69% | +2.69% |
| +25bp | 2.376 | 97.790 | 1.800 | +1.73% | +1.73% |
| +50bp | 2.626 | 96.854 | 1.800 | +0.78% | +0.78% |