bonds / 20Y / JGB (20-Year) No. 133
Bond Information
| Name | JGB (20-Year) No. 133 |
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| ISIN | — |
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| Issue # | 133 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2012-01-31 |
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| Maturity | 2031-12-20 （Remaining 5.1y） |
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| Outstanding | ¥2.3T （2026-03-31・MOF） |
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| Total issued | ¥2.4T （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 ¥13.9B（last 2026-09-16・BOJ） |
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| BOJ Holding | ¥999.9B（42.7%）（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 | 1.7984 % |
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| Accrued Interest | 0.641096 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.87 |
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| Macaulay Duration | 4.91 |
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| DV01 | — |
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| Convexity | 26.9 |
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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 | 0.900 |
| 2027-06-20 | coupon | 0.900 |
| 2027-12-20 | coupon | 0.900 |
| …（6 omitted）… |
| 2031-06-20 | coupon | 0.900 |
| 2031-12-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.1y) | 2.251 % → ref. price 97.813 |
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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 | 1.726 | 100.343 | -0.449 | +2.11% | +8.45% |
| -25bp | 1.976 | 99.179 | -0.449 | +0.93% | +3.73% |
| Unchanged (roll-down) | 2.226 | 98.031 | -0.449 | -0.23% | -0.94% |
| +25bp | 2.476 | 96.898 | -0.449 | -1.39% | -5.54% |
| +50bp | 2.726 | 95.779 | -0.449 | -2.52% | -10.09% |
| 6m 2027-04-28 | -50bp | 1.697 | 100.455 | 0.895 | +3.59% | +7.18% |
| -25bp | 1.947 | 99.345 | 0.895 | +2.47% | +4.93% |
| Unchanged (roll-down) | 2.197 | 98.250 | 0.895 | +1.35% | +2.71% |
| +25bp | 2.447 | 97.169 | 0.895 | +0.25% | +0.51% |
| +50bp | 2.697 | 96.101 | 0.895 | -0.83% | -1.66% |
| 12m 2027-10-28 | -50bp | 1.638 | 100.639 | 1.800 | +4.70% | +4.70% |
| -25bp | 1.888 | 99.642 | 1.800 | +3.69% | +3.69% |
| Unchanged (roll-down) | 2.138 | 98.657 | 1.800 | +2.69% | +2.69% |
| +25bp | 2.388 | 97.683 | 1.800 | +1.70% | +1.70% |
| +50bp | 2.638 | 96.719 | 1.800 | +0.72% | +0.72% |