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 5.5y） |
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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 —／ total ¥95.4B（last 2026-08-07・BOJ） |
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| BOJ Holding | ¥813.2B（66.8%）（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 | 1.600 % |
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| Compound Yield | 1.5983 % |
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| Accrued Interest | 0.775890 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.22 |
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| Macaulay Duration | 5.27 |
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| DV01 | — |
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| Convexity | 30.8 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.800 |
| 2027-03-20 | coupon | 0.800 |
| 2027-09-20 | coupon | 0.800 |
| …（7 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.5y) | 2.303 % → ref. price 96.367 |
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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 | 1.774 | 99.123 | -0.408 | +2.42% | +9.67% |
| -25bp | 2.024 | 97.885 | -0.408 | +1.14% | +4.57% |
| Unchanged (roll-down) | 2.274 | 96.664 | -0.408 | -0.11% | -0.45% |
| +25bp | 2.524 | 95.461 | -0.408 | -1.35% | -5.41% |
| +50bp | 2.774 | 94.274 | -0.408 | -2.57% | -10.30% |
| 6m 2027-03-13 | -50bp | 1.746 | 99.297 | 0.787 | +3.83% | +7.65% |
| -25bp | 1.996 | 98.112 | 0.787 | +2.61% | +5.21% |
| Unchanged (roll-down) | 2.246 | 96.943 | 0.787 | +1.40% | +2.81% |
| +25bp | 2.496 | 95.789 | 0.787 | +0.22% | +0.43% |
| +50bp | 2.746 | 94.652 | 0.787 | -0.96% | -1.91% |
| 12m 2027-09-13 | -50bp | 1.686 | 99.618 | 1.600 | +4.99% | +4.99% |
| -25bp | 1.936 | 98.543 | 1.600 | +3.89% | +3.89% |
| Unchanged (roll-down) | 2.186 | 97.482 | 1.600 | +2.79% | +2.79% |
| +25bp | 2.436 | 96.433 | 1.600 | +1.72% | +1.72% |
| +50bp | 2.686 | 95.397 | 1.600 | +0.65% | +0.65% |