bonds / 20Y / JGB (20-Year) No. 130
Bond Information
| Name | JGB (20-Year) No. 130 |
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| ISIN | — |
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| Issue # | 130 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2011-09-20 |
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| Maturity | 2031-09-20 （Remaining 5.1y） |
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| Outstanding | ¥2.7T （2026-03-31・MOF） |
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| Total issued | ¥2.7T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥300M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥200M（last 2025-12-29・BOJ） |
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| BOJ Holding | ¥1.2T（44.7%）（as of 2026-08-10・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 | 1.800 % |
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| Compound Yield | 1.7974 % |
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| Accrued Interest | 0.769315 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.80 |
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| Macaulay Duration | 4.84 |
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| DV01 | — |
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| Convexity | 26.2 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.900 |
| 2027-03-20 | coupon | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| …（6 omitted）… |
| 2031-03-20 | coupon | 0.900 |
| 2031-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.1y) | 2.138 % → ref. price 98.370 |
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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 2026-11-23 | -50bp | 1.605 | 100.899 | -0.454 | +2.09% | +8.37% |
| -25bp | 1.855 | 99.744 | -0.454 | +0.93% | +3.71% |
| Unchanged (roll-down) | 2.105 | 98.603 | -0.454 | -0.22% | -0.89% |
| +25bp | 2.355 | 97.478 | -0.454 | -1.36% | -5.43% |
| +50bp | 2.605 | 96.367 | -0.454 | -2.48% | -9.91% |
| 6m 2027-02-23 | -50bp | 1.573 | 100.995 | 0.900 | +3.56% | +7.11% |
| -25bp | 1.823 | 99.896 | 0.900 | +2.45% | +4.90% |
| Unchanged (roll-down) | 2.073 | 98.811 | 0.900 | +1.35% | +2.71% |
| +25bp | 2.323 | 97.739 | 0.900 | +0.27% | +0.54% |
| +50bp | 2.573 | 96.680 | 0.900 | -0.80% | -1.59% |
| 12m 2027-08-23 | -50bp | 1.510 | 101.132 | 1.800 | +4.60% | +4.60% |
| -25bp | 1.760 | 100.146 | 1.800 | +3.61% | +3.61% |
| Unchanged (roll-down) | 2.010 | 99.170 | 1.800 | +2.62% | +2.62% |
| +25bp | 2.260 | 98.206 | 1.800 | +1.65% | +1.65% |
| +50bp | 2.510 | 97.252 | 1.800 | +0.69% | +0.69% |