bonds / 20Y / JGB (20-Year) No. 132
Bond Information
| Name | JGB (20-Year) No. 132 |
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| ISIN | — |
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| Issue # | 132 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2011-12-20 |
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| Maturity | 2031-12-20 （Remaining 5.3y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| Total issued | ¥1.9T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥200M （2026-06-30） |
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| BOJ Holding | ¥951.7B（45.6%）（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 | 1.700 % |
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| Compound Yield | 1.6985 % |
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| Accrued Interest | 0.395890 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.00 |
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| Macaulay Duration | 5.05 |
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| DV01 | — |
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| Convexity | 28.2 |
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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 | 0.850 |
| 2027-06-20 | coupon | 0.850 |
| 2027-12-20 | coupon | 0.850 |
| …（6 omitted）… |
| 2031-06-20 | coupon | 0.850 |
| 2031-12-20 | coupon + redemption | 100.850 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2011-12-15 | new | 2.90 | 27 | 1.749 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.3y) | 2.275 % → ref. price 97.153 |
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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 | 1.746 | 99.772 | 0.424 | +3.12% | +12.48% |
| -25bp | 1.996 | 98.585 | 0.424 | +1.90% | +7.61% |
| Unchanged (roll-down) | 2.246 | 97.413 | 0.424 | +0.70% | +2.80% |
| +25bp | 2.496 | 96.257 | 0.424 | -0.48% | -1.94% |
| +50bp | 2.746 | 95.117 | 0.424 | -1.65% | -6.61% |
| 6m 2027-03-13 | -50bp | 1.717 | 99.919 | 0.841 | +3.70% | +7.39% |
| -25bp | 1.967 | 98.785 | 0.841 | +2.53% | +5.07% |
| Unchanged (roll-down) | 2.217 | 97.666 | 0.841 | +1.39% | +2.77% |
| +25bp | 2.467 | 96.561 | 0.841 | +0.25% | +0.51% |
| +50bp | 2.717 | 95.470 | 0.841 | -0.86% | -1.73% |
| 12m 2027-09-13 | -50bp | 1.656 | 100.172 | 1.700 | +4.84% | +4.84% |
| -25bp | 1.906 | 99.150 | 1.700 | +3.79% | +3.79% |
| Unchanged (roll-down) | 2.156 | 98.140 | 1.700 | +2.75% | +2.75% |
| +25bp | 2.406 | 97.142 | 1.700 | +1.73% | +1.73% |
| +50bp | 2.656 | 96.155 | 1.700 | +0.72% | +0.72% |