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 5.3y） |
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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 ¥13.6B（last 2026-04-02・BOJ） |
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| BOJ Holding | ¥999.9B（42.7%）（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 | 1.800 % |
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| Compound Yield | 1.7984 % |
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| Accrued Interest | 0.419178 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.99 |
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| Macaulay Duration | 5.03 |
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| DV01 | — |
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| Convexity | 28.1 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.3y) | 2.275 % → ref. price 97.647 |
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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 | 100.251 | 0.449 | +3.11% | +12.45% |
| -25bp | 1.996 | 99.060 | 0.449 | +1.90% | +7.59% |
| Unchanged (roll-down) | 2.246 | 97.885 | 0.449 | +0.70% | +2.80% |
| +25bp | 2.496 | 96.726 | 0.449 | -0.48% | -1.93% |
| +50bp | 2.746 | 95.583 | 0.449 | -1.65% | -6.59% |
| 6m 2027-03-13 | -50bp | 1.717 | 100.375 | 0.890 | +3.69% | +7.38% |
| -25bp | 1.967 | 99.238 | 0.890 | +2.53% | +5.06% |
| Unchanged (roll-down) | 2.217 | 98.116 | 0.890 | +1.39% | +2.77% |
| +25bp | 2.467 | 97.008 | 0.890 | +0.26% | +0.51% |
| +50bp | 2.717 | 95.915 | 0.890 | -0.86% | -1.72% |
| 12m 2027-09-13 | -50bp | 1.656 | 100.583 | 1.800 | +4.83% | +4.83% |
| -25bp | 1.906 | 99.558 | 1.800 | +3.78% | +3.78% |
| Unchanged (roll-down) | 2.156 | 98.546 | 1.800 | +2.75% | +2.75% |
| +25bp | 2.406 | 97.545 | 1.800 | +1.73% | +1.73% |
| +50bp | 2.656 | 96.556 | 1.800 | +0.72% | +0.72% |