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 4.9y） |
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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 （2026-09-30） |
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| SLF usage | last 30d —／ total ¥200M（last 2025-12-29・BOJ） |
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| BOJ Holding | ¥1.3T（48.5%）（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 | 1.7989 % |
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| Accrued Interest | 0.187397 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.66 |
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| Macaulay Duration | 4.70 |
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| DV01 | — |
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| Convexity | 24.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| 2028-03-20 | coupon | 0.900 |
| …（5 omitted）… |
| 2031-03-20 | coupon | 0.900 |
| 2031-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.9y) | 2.226 % → ref. price 98.029 |
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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 | 1.696 | 100.456 | 0.454 | +2.93% | +11.73% |
| -25bp | 1.946 | 99.348 | 0.454 | +1.80% | +7.22% |
| Unchanged (roll-down) | 2.196 | 98.253 | 0.454 | +0.69% | +2.76% |
| +25bp | 2.446 | 97.172 | 0.454 | -0.41% | -1.64% |
| +50bp | 2.696 | 96.105 | 0.454 | -1.50% | -5.99% |
| 6m 2027-04-28 | -50bp | 1.667 | 100.548 | 0.905 | +3.49% | +6.97% |
| -25bp | 1.917 | 99.494 | 0.905 | +2.41% | +4.83% |
| Unchanged (roll-down) | 2.167 | 98.453 | 0.905 | +1.35% | +2.71% |
| +25bp | 2.417 | 97.425 | 0.905 | +0.31% | +0.61% |
| +50bp | 2.667 | 96.408 | 0.905 | -0.73% | -1.46% |
| 12m 2027-10-28 | -50bp | 1.606 | 100.724 | 1.800 | +4.58% | +4.58% |
| -25bp | 1.856 | 99.784 | 1.800 | +3.62% | +3.62% |
| Unchanged (roll-down) | 2.106 | 98.854 | 1.800 | +2.67% | +2.67% |
| +25bp | 2.356 | 97.934 | 1.800 | +1.74% | +1.74% |
| +50bp | 2.606 | 97.024 | 1.800 | +0.81% | +0.81% |