bonds / 20Y / JGB (20-Year) No. 147
Bond Information
| Name | JGB (20-Year) No. 147 |
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| ISIN | — |
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| Issue # | 147 |
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| Coupon (%) | 1.6% semi-annual |
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| Issue Date | 2013-12-20 |
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| Maturity | 2033-12-20 （Remaining 7.3y） |
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| Outstanding | ¥4.7T （2026-03-31・MOF） |
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| Total issued | ¥4.8T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥200M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥4.7B（last 2026-04-17・BOJ） |
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| BOJ Holding | ¥3.4T（72.3%）（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 | 1.600 % |
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| Compound Yield | 1.5984 % |
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| Accrued Interest | 0.372603 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.82 |
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| Macaulay Duration | 6.87 |
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| DV01 | — |
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| Convexity | 51.6 |
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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 | 0.800 |
| 2027-06-20 | coupon | 0.800 |
| 2027-12-20 | coupon | 0.800 |
| …（10 omitted）… |
| 2033-06-20 | coupon | 0.800 |
| 2033-12-20 | coupon + redemption | 100.800 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 7.3y) | 2.526 % → ref. price 93.869 |
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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 | 1.984 | 97.481 | 0.399 | +4.26% | +17.02% |
| -25bp | 2.234 | 95.887 | 0.399 | +2.56% | +10.26% |
| Unchanged (roll-down) | 2.484 | 94.322 | 0.399 | +0.90% | +3.61% |
| +25bp | 2.734 | 92.785 | 0.399 | -0.73% | -2.91% |
| +50bp | 2.984 | 91.275 | 0.399 | -2.33% | -9.32% |
| 6m 2027-03-13 | -50bp | 1.953 | 97.761 | 0.791 | +4.97% | +9.94% |
| -25bp | 2.203 | 96.214 | 0.791 | +3.33% | +6.66% |
| Unchanged (roll-down) | 2.453 | 94.695 | 0.791 | +1.72% | +3.43% |
| +25bp | 2.703 | 93.202 | 0.791 | +0.13% | +0.26% |
| +50bp | 2.953 | 91.735 | 0.791 | -1.43% | -2.85% |
| 12m 2027-09-13 | -50bp | 1.891 | 98.275 | 1.600 | +6.37% | +6.37% |
| -25bp | 2.141 | 96.829 | 1.600 | +4.84% | +4.84% |
| Unchanged (roll-down) | 2.391 | 95.406 | 1.600 | +3.33% | +3.33% |
| +25bp | 2.641 | 94.007 | 1.600 | +1.84% | +1.84% |
| +50bp | 2.891 | 92.630 | 1.600 | +0.38% | +0.38% |