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 5.7y） |
|---|
| 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 2026-10-20・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 | 0.569863 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 5.35 |
|---|
| Macaulay Duration | 5.39 |
|---|
| DV01 | — |
|---|
| Convexity | 32.2 |
|---|
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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.6y) | 2.294 % → ref. price 96.332 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 1.772 | 99.110 | -0.399 | +2.46% | +9.82% |
| -25bp | 2.022 | 97.845 | -0.399 | +1.15% | +4.60% |
| Unchanged (roll-down) | 2.272 | 96.597 | -0.399 | -0.14% | -0.56% |
| +25bp | 2.522 | 95.367 | -0.399 | -1.41% | -5.63% |
| +50bp | 2.772 | 94.154 | -0.399 | -2.66% | -10.64% |
| 6m 2027-04-28 | -50bp | 1.751 | 99.254 | 0.796 | +3.84% | +7.67% |
| -25bp | 2.001 | 98.041 | 0.796 | +2.58% | +5.17% |
| Unchanged (roll-down) | 2.251 | 96.845 | 0.796 | +1.35% | +2.70% |
| +25bp | 2.501 | 95.665 | 0.796 | +0.13% | +0.26% |
| +50bp | 2.751 | 94.501 | 0.796 | -1.07% | -2.14% |
| 12m 2027-10-28 | -50bp | 1.697 | 99.561 | 1.600 | +4.98% | +4.98% |
| -25bp | 1.947 | 98.457 | 1.600 | +3.84% | +3.84% |
| Unchanged (roll-down) | 2.197 | 97.367 | 1.600 | +2.72% | +2.72% |
| +25bp | 2.447 | 96.291 | 1.600 | +1.61% | +1.61% |
| +50bp | 2.697 | 95.229 | 1.600 | +0.51% | +0.51% |