bonds / 20Y / JGB (20-Year) No. 139
Bond Information
| Name | JGB (20-Year) No. 139 |
|---|
| ISIN | — |
|---|
| Issue # | 139 |
|---|
| Coupon (%) | 1.6% semi-annual |
|---|
| Issue Date | 2012-08-27 |
|---|
| Maturity | 2032-06-20 （Remaining 5.8y） |
|---|
| Outstanding | ¥1.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.8T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒 |
|---|
| SLF usage | last 30d —／ total ¥26.8B（last 2026-07-03・BOJ） |
|---|
| BOJ Holding | ¥1.1T（61.5%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.600 % |
|---|
| Compound Yield | 1.5983 % |
|---|
| Accrued Interest | 0.372603 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 5.47 |
|---|
| Macaulay Duration | 5.52 |
|---|
| DV01 | — |
|---|
| Convexity | 33.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.800 |
| 2027-06-20 | coupon | 0.800 |
| 2027-12-20 | coupon | 0.800 |
| …（7 omitted）… |
| 2031-12-20 | coupon | 0.800 |
| 2032-06-20 | coupon + redemption | 100.800 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2012-08-23 | new | 2.38 | 24 | 1.647 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.8y) | 2.332 % → ref. price 96.060 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.803 | 98.928 | 0.399 | +3.39% | +13.55% |
| -25bp | 2.053 | 97.636 | 0.399 | +2.05% | +8.19% |
| Unchanged (roll-down) | 2.303 | 96.364 | 0.399 | +0.73% | +2.91% |
| +25bp | 2.553 | 95.110 | 0.399 | -0.57% | -2.29% |
| +50bp | 2.803 | 93.874 | 0.399 | -1.85% | -7.41% |
| 6m 2027-03-13 | -50bp | 1.775 | 99.115 | 0.791 | +3.99% | +7.98% |
| -25bp | 2.025 | 97.876 | 0.791 | +2.70% | +5.41% |
| Unchanged (roll-down) | 2.275 | 96.654 | 0.791 | +1.44% | +2.87% |
| +25bp | 2.525 | 95.449 | 0.791 | +0.19% | +0.37% |
| +50bp | 2.775 | 94.261 | 0.791 | -1.05% | -2.09% |
| 12m 2027-09-13 | -50bp | 1.716 | 99.460 | 1.600 | +5.18% | +5.18% |
| -25bp | 1.966 | 98.330 | 1.600 | +4.01% | +4.01% |
| Unchanged (roll-down) | 2.216 | 97.214 | 1.600 | +2.86% | +2.86% |
| +25bp | 2.466 | 96.113 | 1.600 | +1.71% | +1.71% |
| +50bp | 2.716 | 95.025 | 1.600 | +0.59% | +0.59% |