bonds / 20Y / JGB (20-Year) No. 133
Bond Information
| Name | JGB (20-Year) No. 133 |
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| ISIN | — |
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| Issue # | 133 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2012-01-31 |
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| Maturity | 2031-12-20 （Remaining 5.3y） |
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| Outstanding | ¥2.3T （2026-03-31・MOF） |
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| Total issued | ¥2.4T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥13.6B（last 2026-04-02・BOJ） |
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| BOJ Holding | ¥983.9B（42.0%）（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 | 1.7984 % |
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| Accrued Interest | 0.315616 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.04 |
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| Macaulay Duration | 5.09 |
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| DV01 | — |
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| Convexity | 28.7 |
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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 | 0.900 |
| 2027-06-20 | coupon | 0.900 |
| 2027-12-20 | coupon | 0.900 |
| …（6 omitted）… |
| 2031-06-20 | coupon | 0.900 |
| 2031-12-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.3y) | 2.173 % → ref. price 98.124 |
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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 | 1.637 | 100.781 | 0.454 | +3.16% | +12.64% |
| -25bp | 1.887 | 99.571 | 0.454 | +1.93% | +7.73% |
| Unchanged (roll-down) | 2.137 | 98.377 | 0.454 | +0.72% | +2.87% |
| +25bp | 2.387 | 97.200 | 0.454 | -0.48% | -1.91% |
| +50bp | 2.637 | 96.038 | 0.454 | -1.66% | -6.63% |
| 6m 2027-02-23 | -50bp | 1.604 | 100.900 | 0.905 | +3.74% | +7.48% |
| -25bp | 1.854 | 99.745 | 0.905 | +2.57% | +5.13% |
| Unchanged (roll-down) | 2.104 | 98.605 | 0.905 | +1.41% | +2.82% |
| +25bp | 2.354 | 97.480 | 0.905 | +0.27% | +0.53% |
| +50bp | 2.604 | 96.370 | 0.905 | -0.86% | -1.72% |
| 12m 2027-08-23 | -50bp | 1.541 | 101.072 | 1.800 | +4.82% | +4.82% |
| -25bp | 1.791 | 100.028 | 1.800 | +3.76% | +3.76% |
| Unchanged (roll-down) | 2.041 | 98.997 | 1.800 | +2.72% | +2.72% |
| +25bp | 2.291 | 97.978 | 1.800 | +1.68% | +1.68% |
| +50bp | 2.541 | 96.971 | 1.800 | +0.66% | +0.66% |