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 7.2y） |
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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 （2026-09-30） |
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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 2026-10-20・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 | 1.600 % |
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| Compound Yield | 1.5984 % |
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| Accrued Interest | 0.569863 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.69 |
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| Macaulay Duration | 6.75 |
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| DV01 | — |
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| Convexity | 49.9 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 7.1y) | 2.450 % → ref. price 94.443 |
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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 | 1.917 | 97.953 | -0.399 | +3.27% | +13.10% |
| -25bp | 2.167 | 96.377 | -0.399 | +1.62% | +6.46% |
| Unchanged (roll-down) | 2.417 | 94.830 | -0.399 | -0.01% | -0.05% |
| +25bp | 2.667 | 93.309 | -0.399 | -1.61% | -6.45% |
| +50bp | 2.917 | 91.816 | -0.399 | -3.18% | -12.74% |
| 6m 2027-04-28 | -50bp | 1.891 | 98.178 | 0.796 | +4.77% | +9.53% |
| -25bp | 2.141 | 96.651 | 0.796 | +3.16% | +6.32% |
| Unchanged (roll-down) | 2.391 | 95.150 | 0.796 | +1.58% | +3.16% |
| +25bp | 2.641 | 93.676 | 0.796 | +0.03% | +0.06% |
| +50bp | 2.891 | 92.227 | 0.796 | -1.50% | -2.99% |
| 12m 2027-10-28 | -50bp | 1.840 | 98.600 | 1.600 | +6.06% | +6.06% |
| -25bp | 2.090 | 97.176 | 1.600 | +4.56% | +4.56% |
| Unchanged (roll-down) | 2.340 | 95.774 | 1.600 | +3.08% | +3.08% |
| +25bp | 2.590 | 94.394 | 1.600 | +1.63% | +1.63% |
| +50bp | 2.840 | 93.037 | 1.600 | +0.20% | +0.20% |