bonds / 20Y / JGB (20-Year) No. 136
Bond Information
| Name | JGB (20-Year) No. 136 |
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| ISIN | — |
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| Issue # | 136 |
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| Coupon (%) | 1.6% semi-annual |
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| Issue Date | 2012-05-28 |
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| Maturity | 2032-03-20 （Remaining 5.6y） |
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| Outstanding | ¥1.2T （2026-03-31・MOF） |
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| Total issued | ¥1.3T （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 ¥1B／ total ¥95.4B（last 2026-08-07・BOJ） |
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| BOJ Holding | ¥813.2B（66.8%）（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 | 1.600 % |
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| Compound Yield | 1.5983 % |
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| Accrued Interest | 0.683836 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.28 |
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| Macaulay Duration | 5.32 |
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| DV01 | — |
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| Convexity | 31.4 |
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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 | 0.800 |
| 2027-03-20 | coupon | 0.800 |
| 2027-09-20 | coupon | 0.800 |
| …（7 omitted）… |
| 2031-09-20 | coupon | 0.800 |
| 2032-03-20 | coupon + redemption | 100.800 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2012-05-24 | new | 3.73 | 18 | 1.641 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.6y) | 2.209 % → ref. price 96.814 |
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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 | 1.673 | 99.628 | -0.403 | +2.47% | +9.89% |
| -25bp | 1.923 | 98.371 | -0.403 | +1.18% | +4.73% |
| Unchanged (roll-down) | 2.173 | 97.131 | -0.403 | -0.09% | -0.35% |
| +25bp | 2.423 | 95.909 | -0.403 | -1.34% | -5.37% |
| +50bp | 2.673 | 94.704 | -0.403 | -2.58% | -10.31% |
| 6m 2027-02-23 | -50bp | 1.637 | 99.818 | 0.800 | +3.90% | +7.80% |
| -25bp | 1.887 | 98.615 | 0.800 | +2.67% | +5.34% |
| Unchanged (roll-down) | 2.137 | 97.428 | 0.800 | +1.45% | +2.90% |
| +25bp | 2.387 | 96.258 | 0.800 | +0.25% | +0.50% |
| +50bp | 2.637 | 95.103 | 0.800 | -0.93% | -1.87% |
| 12m 2027-08-23 | -50bp | 1.573 | 100.110 | 1.600 | +5.02% | +5.02% |
| -25bp | 1.823 | 99.016 | 1.600 | +3.90% | +3.90% |
| Unchanged (roll-down) | 2.073 | 97.936 | 1.600 | +2.79% | +2.79% |
| +25bp | 2.323 | 96.868 | 1.600 | +1.70% | +1.70% |
| +50bp | 2.573 | 95.814 | 1.600 | +0.62% | +0.62% |