bonds / 20Y / JGB (20-Year) No. 131
Bond Information
| Name | JGB (20-Year) No. 131 |
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| ISIN | — |
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| Issue # | 131 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2011-11-28 |
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| Maturity | 2031-09-20 (Remaining 4.9y) |
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| Outstanding | ¥1.4T (2026-03-31・MOF) |
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| Total issued | ¥1.4T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —/ total ¥21.4B(last 2026-06-22・BOJ) |
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| BOJ Holding | ¥804.1B(55.6%)(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 | 1.700 % |
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| Compound Yield | 1.6990 % |
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| Accrued Interest | 0.176986 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.67 |
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| Macaulay Duration | 4.71 |
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| DV01 | — |
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| Convexity | 24.7 |
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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 | 0.850 |
| 2027-09-20 | coupon | 0.850 |
| 2028-03-20 | coupon | 0.850 |
| …(5 omitted)… |
| 2031-03-20 | coupon | 0.850 |
| 2031-09-20 | coupon + redemption | 100.850 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2011-11-22 | new | 2.48 | 10 | 1.703 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.9y) | 2.226 % → ref. price 97.568 |
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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 | 100.012 | 0.428 | +2.94% | +11.75% |
| -25bp | 1.946 | 98.906 | 0.428 | +1.81% | +7.23% |
| Unchanged (roll-down) | 2.196 | 97.814 | 0.428 | +0.69% | +2.76% |
| +25bp | 2.446 | 96.736 | 0.428 | -0.41% | -1.65% |
| +50bp | 2.696 | 95.671 | 0.428 | -1.50% | -6.01% |
| 6m 2027-04-28 | -50bp | 1.667 | 100.126 | 0.855 | +3.49% | +6.98% |
| -25bp | 1.917 | 99.075 | 0.855 | +2.42% | +4.83% |
| Unchanged (roll-down) | 2.167 | 98.036 | 0.855 | +1.35% | +2.71% |
| +25bp | 2.417 | 97.010 | 0.855 | +0.30% | +0.61% |
| +50bp | 2.667 | 95.997 | 0.855 | -0.73% | -1.47% |
| 12m 2027-10-28 | -50bp | 1.606 | 100.348 | 1.700 | +4.58% | +4.58% |
| -25bp | 1.856 | 99.410 | 1.700 | +3.62% | +3.62% |
| Unchanged (roll-down) | 2.106 | 98.482 | 1.700 | +2.67% | +2.67% |
| +25bp | 2.356 | 97.564 | 1.700 | +1.74% | +1.74% |
| +50bp | 2.606 | 96.656 | 1.700 | +0.81% | +0.81% |