bonds / 20Y / JGB (20-Year) No. 136
Bond Information
| Name | JGB (20-Year) No. 136 |
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| ISIN | — |
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| Issue # | 136 |
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| Coupon (%) | 1.6% semi-annual |
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| Issue Date | 2012-05-28 |
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| Maturity | 2032-03-20 （Remaining 5.4y） |
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| Outstanding | ¥1.2T （2026-03-31・MOF） |
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| Total issued | ¥1.3T （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 ¥5B／ total ¥100.4B（last 2026-10-20・BOJ） |
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| BOJ Holding | ¥813.2B（66.8%）（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 | 1.600 % |
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| Compound Yield | 1.5995 % |
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| Accrued Interest | 0.166575 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.14 |
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| Macaulay Duration | 5.18 |
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| DV01 | — |
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| Convexity | 29.7 |
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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 | 0.800 |
| 2027-09-20 | coupon | 0.800 |
| 2028-03-20 | coupon | 0.800 |
| …（6 omitted）… |
| 2031-09-20 | coupon | 0.800 |
| 2032-03-20 | coupon + redemption | 100.800 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2012-05-24 | new | 3.73 | 18 | 1.641 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.4y) | 2.272 % → ref. price 96.601 |
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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 | 1.750 | 99.261 | 0.403 | +3.17% | +12.66% |
| -25bp | 2.000 | 98.049 | 0.403 | +1.91% | +7.65% |
| Unchanged (roll-down) | 2.250 | 96.854 | 0.403 | +0.68% | +2.71% |
| +25bp | 2.500 | 95.676 | 0.403 | -0.54% | -2.16% |
| +50bp | 2.750 | 94.513 | 0.403 | -1.74% | -6.96% |
| 6m 2027-04-28 | -50bp | 1.726 | 99.402 | 0.804 | +3.73% | +7.45% |
| -25bp | 1.976 | 98.244 | 0.804 | +2.53% | +5.06% |
| Unchanged (roll-down) | 2.226 | 97.101 | 0.804 | +1.35% | +2.70% |
| +25bp | 2.476 | 95.974 | 0.804 | +0.18% | +0.37% |
| +50bp | 2.726 | 94.860 | 0.804 | -0.97% | -1.93% |
| 12m 2027-10-28 | -50bp | 1.667 | 99.714 | 1.600 | +4.87% | +4.87% |
| -25bp | 1.917 | 98.666 | 1.600 | +3.79% | +3.79% |
| Unchanged (roll-down) | 2.167 | 97.631 | 1.600 | +2.72% | +2.72% |
| +25bp | 2.417 | 96.608 | 1.600 | +1.66% | +1.66% |
| +50bp | 2.667 | 95.597 | 1.600 | +0.62% | +0.62% |