bonds / 20Y / JGB (20-Year) No. 138
Bond Information
| Name | JGB (20-Year) No. 138 |
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| ISIN | — |
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| Issue # | 138 |
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| Coupon (%) | 1.5% semi-annual |
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| Issue Date | 2012-07-30 |
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| Maturity | 2032-06-20 （Remaining 5.7y） |
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| Outstanding | ¥1.8T （2026-03-31・MOF） |
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| Total issued | ¥1.6T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒 |
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| SLF usage | last 30d —／ total ¥52.4B（last 2026-01-06・BOJ） |
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| BOJ Holding | ¥1.1T（61.6%）（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 | 1.500 % |
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| Compound Yield | 1.4984 % |
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| Accrued Interest | 0.534247 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.37 |
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| Macaulay Duration | 5.41 |
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| DV01 | — |
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| Convexity | 32.3 |
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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 | 0.750 |
| 2027-06-20 | coupon | 0.750 |
| 2027-12-20 | coupon | 0.750 |
| …（7 omitted）… |
| 2031-12-20 | coupon | 0.750 |
| 2032-06-20 | coupon + redemption | 100.750 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2012-07-26 | new | 3.32 | 5 | 1.552 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.6y) | 2.294 % → ref. price 95.806 |
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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 | 98.598 | -0.374 | +2.51% | +10.04% |
| -25bp | 2.022 | 97.336 | -0.374 | +1.20% | +4.80% |
| Unchanged (roll-down) | 2.272 | 96.092 | -0.374 | -0.09% | -0.37% |
| +25bp | 2.522 | 94.865 | -0.374 | -1.36% | -5.46% |
| +50bp | 2.772 | 93.657 | -0.374 | -2.62% | -10.48% |
| 6m 2027-04-28 | -50bp | 1.751 | 98.763 | 0.746 | +3.84% | +7.69% |
| -25bp | 2.001 | 97.554 | 0.746 | +2.59% | +5.18% |
| Unchanged (roll-down) | 2.251 | 96.361 | 0.746 | +1.35% | +2.70% |
| +25bp | 2.501 | 95.185 | 0.746 | +0.13% | +0.26% |
| +50bp | 2.751 | 94.025 | 0.746 | -1.07% | -2.15% |
| 12m 2027-10-28 | -50bp | 1.697 | 99.116 | 1.500 | +4.99% | +4.99% |
| -25bp | 1.947 | 98.015 | 1.500 | +3.85% | +3.85% |
| Unchanged (roll-down) | 2.197 | 96.928 | 1.500 | +2.72% | +2.72% |
| +25bp | 2.447 | 95.855 | 1.500 | +1.61% | +1.61% |
| +50bp | 2.697 | 94.795 | 1.500 | +0.51% | +0.51% |