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 5.7y） |
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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 （2026-09-30） |
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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 2026-10-20・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 | 1.700 % |
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| Compound Yield | 1.6982 % |
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| Accrued Interest | 0.605479 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.33 |
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| Macaulay Duration | 5.38 |
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| DV01 | — |
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| Convexity | 32.0 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.6y) | 2.294 % → ref. price 96.859 |
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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 | 1.772 | 99.623 | -0.424 | +2.40% | +9.60% |
| -25bp | 2.022 | 98.353 | -0.424 | +1.10% | +4.39% |
| Unchanged (roll-down) | 2.272 | 97.102 | -0.424 | -0.19% | -0.74% |
| +25bp | 2.522 | 95.868 | -0.424 | -1.45% | -5.81% |
| +50bp | 2.772 | 94.652 | -0.424 | -2.70% | -10.80% |
| 6m 2027-04-28 | -50bp | 1.751 | 99.744 | 0.845 | +3.83% | +7.65% |
| -25bp | 2.001 | 98.527 | 0.845 | +2.58% | +5.16% |
| Unchanged (roll-down) | 2.251 | 97.328 | 0.845 | +1.35% | +2.70% |
| +25bp | 2.501 | 96.145 | 0.845 | +0.13% | +0.27% |
| +50bp | 2.751 | 94.978 | 0.845 | -1.06% | -2.12% |
| 12m 2027-10-28 | -50bp | 1.697 | 100.005 | 1.700 | +4.97% | +4.97% |
| -25bp | 1.947 | 98.899 | 1.700 | +3.84% | +3.84% |
| Unchanged (roll-down) | 2.197 | 97.806 | 1.700 | +2.72% | +2.72% |
| +25bp | 2.447 | 96.728 | 1.700 | +1.61% | +1.61% |
| +50bp | 2.697 | 95.662 | 1.700 | +0.52% | +0.52% |