bonds / 20Y / JGB (20-Year) No. 137
Bond Information
| Name | JGB (20-Year) No. 137 |
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| ISIN | — |
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| Issue # | 137 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2012-06-20 |
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| Maturity | 2032-06-20 （Remaining 5.8y） |
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| Outstanding | ¥1.6T （2026-03-31・MOF） |
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| Total issued | ¥1.5T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| STRIPS principal | ¥200M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥14.4B（last 2026-03-25・BOJ） |
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| BOJ Holding | ¥889.6B（55.9%）（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 | 1.6982 % |
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| Accrued Interest | 0.395890 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.46 |
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| Macaulay Duration | 5.50 |
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| DV01 | — |
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| Convexity | 33.4 |
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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 |
| …（7 omitted）… |
| 2031-12-20 | coupon | 0.850 |
| 2032-06-20 | coupon + redemption | 100.850 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2012-06-14 | new | 2.50 | 14 | 1.690 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.8y) | 2.332 % → ref. price 96.597 |
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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 | 1.803 | 99.451 | 0.424 | +3.38% | +13.52% |
| -25bp | 2.053 | 98.156 | 0.424 | +2.04% | +8.18% |
| Unchanged (roll-down) | 2.303 | 96.879 | 0.424 | +0.73% | +2.91% |
| +25bp | 2.553 | 95.622 | 0.424 | -0.57% | -2.27% |
| +50bp | 2.803 | 94.382 | 0.424 | -1.85% | -7.39% |
| 6m 2027-03-13 | -50bp | 1.775 | 99.616 | 0.841 | +3.98% | +7.96% |
| -25bp | 2.025 | 98.373 | 0.841 | +2.70% | +5.40% |
| Unchanged (roll-down) | 2.275 | 97.148 | 0.841 | +1.43% | +2.87% |
| +25bp | 2.525 | 95.940 | 0.841 | +0.19% | +0.38% |
| +50bp | 2.775 | 94.749 | 0.841 | -1.04% | -2.08% |
| 12m 2027-09-13 | -50bp | 1.716 | 99.916 | 1.700 | +5.17% | +5.17% |
| -25bp | 1.966 | 98.783 | 1.700 | +4.01% | +4.01% |
| Unchanged (roll-down) | 2.216 | 97.664 | 1.700 | +2.85% | +2.85% |
| +25bp | 2.466 | 96.560 | 1.700 | +1.71% | +1.71% |
| +50bp | 2.716 | 95.469 | 1.700 | +0.59% | +0.59% |