bonds / 20Y / JGB (20-Year) No. 131
Bond Information
| Name | JGB (20-Year) No. 131 |
|---|
| ISIN | — |
|---|
| Issue # | 131 |
|---|
| Coupon (%) | 1.7% semi-annual |
|---|
| Issue Date | 2011-11-28 |
|---|
| Maturity | 2031-09-20 （Remaining 5y） |
|---|
| Outstanding | ¥1.4T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.4T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥21.4B（last 2026-06-22・BOJ） |
|---|
| BOJ Holding | ¥800.1B（55.3%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.700 % |
|---|
| Compound Yield | 1.6976 % |
|---|
| Accrued Interest | 0.824384 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 4.76 |
|---|
| Macaulay Duration | 4.80 |
|---|
| DV01 | — |
|---|
| Convexity | 25.7 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.850 |
| 2027-03-20 | coupon | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| …（6 omitted）… |
| 2031-03-20 | coupon | 0.850 |
| 2031-09-20 | coupon + redemption | 100.850 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2011-11-22 | new | 2.48 | 10 | 1.703 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.0y) | 2.246 % → ref. price 97.409 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.716 | 99.920 | -0.433 | +2.12% | +8.46% |
| -25bp | 1.966 | 98.787 | -0.433 | +0.96% | +3.85% |
| Unchanged (roll-down) | 2.216 | 97.669 | -0.433 | -0.18% | -0.71% |
| +25bp | 2.466 | 96.564 | -0.433 | -1.30% | -5.20% |
| +50bp | 2.716 | 95.474 | -0.433 | -2.41% | -9.64% |
| 6m 2027-03-13 | -50bp | 1.687 | 100.053 | 0.836 | +3.54% | +7.09% |
| -25bp | 1.937 | 98.974 | 0.836 | +2.44% | +4.89% |
| Unchanged (roll-down) | 2.187 | 97.909 | 0.836 | +1.36% | +2.72% |
| +25bp | 2.437 | 96.856 | 0.836 | +0.29% | +0.58% |
| +50bp | 2.687 | 95.817 | 0.836 | -0.77% | -1.54% |
| 12m 2027-09-13 | -50bp | 1.626 | 100.275 | 1.700 | +4.65% | +4.65% |
| -25bp | 1.876 | 99.309 | 1.700 | +3.66% | +3.66% |
| Unchanged (roll-down) | 2.126 | 98.354 | 1.700 | +2.69% | +2.69% |
| +25bp | 2.376 | 97.409 | 1.700 | +1.73% | +1.73% |
| +50bp | 2.626 | 96.475 | 1.700 | +0.78% | +0.78% |