bonds / 20Y / JGB (20-Year) No. 137
Bond Information
| Name | JGB (20-Year) No. 137 |
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| ISIN | — |
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| Issue # | 137 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2012-06-20 |
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| Maturity | 2032-06-20 （Remaining 5.8y） |
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| Outstanding | ¥1.6T （2026-03-31・MOF） |
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| Total issued | ¥1.5T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| STRIPS principal | ¥200M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥14.4B（last 2026-03-25・BOJ） |
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| BOJ Holding | ¥889.6B（55.9%）（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 | 1.700 % |
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| Compound Yield | 1.6982 % |
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| Accrued Interest | 0.298082 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.51 |
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| Macaulay Duration | 5.56 |
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| DV01 | — |
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| Convexity | 34.1 |
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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 | 0.850 |
| 2027-06-20 | coupon | 0.850 |
| 2027-12-20 | coupon | 0.850 |
| …（7 omitted）… |
| 2031-12-20 | coupon | 0.850 |
| 2032-06-20 | coupon + redemption | 100.850 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2012-06-14 | new | 2.50 | 14 | 1.690 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.8y) | 2.244 % → ref. price 97.031 |
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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 | 1.709 | 99.945 | 0.428 | +3.43% | +13.74% |
| -25bp | 1.959 | 98.631 | 0.428 | +2.08% | +8.34% |
| Unchanged (roll-down) | 2.209 | 97.336 | 0.428 | +0.75% | +3.01% |
| +25bp | 2.459 | 96.059 | 0.428 | -0.56% | -2.23% |
| +50bp | 2.709 | 94.802 | 0.428 | -1.85% | -7.40% |
| 6m 2027-02-23 | -50bp | 1.673 | 100.131 | 0.855 | +4.06% | +8.13% |
| -25bp | 1.923 | 98.870 | 0.855 | +2.77% | +5.54% |
| Unchanged (roll-down) | 2.173 | 97.627 | 0.855 | +1.49% | +2.98% |
| +25bp | 2.423 | 96.401 | 0.855 | +0.23% | +0.46% |
| +50bp | 2.673 | 95.193 | 0.855 | -1.01% | -2.02% |
| 12m 2027-08-23 | -50bp | 1.605 | 100.431 | 1.700 | +5.24% | +5.24% |
| -25bp | 1.855 | 99.278 | 1.700 | +4.05% | +4.05% |
| Unchanged (roll-down) | 2.105 | 98.140 | 1.700 | +2.89% | +2.89% |
| +25bp | 2.355 | 97.017 | 1.700 | +1.73% | +1.73% |
| +50bp | 2.605 | 95.908 | 1.700 | +0.59% | +0.59% |