bonds / 20Y / JGB (20-Year) No. 139
Bond Information
| Name | JGB (20-Year) No. 139 |
|---|
| ISIN | — |
|---|
| Issue # | 139 |
|---|
| Coupon (%) | 1.6% semi-annual |
|---|
| Issue Date | 2012-08-27 |
|---|
| Maturity | 2032-06-20 （Remaining 5.8y） |
|---|
| Outstanding | ¥1.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.8T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒 |
|---|
| SLF usage | last 30d —／ total ¥26.8B（last 2026-07-03・BOJ） |
|---|
| BOJ Holding | ¥1.1T（61.5%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.600 % |
|---|
| Compound Yield | 1.5984 % |
|---|
| Accrued Interest | 0.280548 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 5.53 |
|---|
| Macaulay Duration | 5.57 |
|---|
| DV01 | — |
|---|
| Convexity | 34.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.800 |
| 2027-06-20 | coupon | 0.800 |
| 2027-12-20 | coupon | 0.800 |
| …（7 omitted）… |
| 2031-12-20 | coupon | 0.800 |
| 2032-06-20 | coupon + redemption | 100.800 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2012-08-23 | new | 2.38 | 24 | 1.647 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.8y) | 2.244 % → ref. price 96.488 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 1.709 | 99.416 | 0.403 | +3.44% | +13.77% |
| -25bp | 1.959 | 98.105 | 0.403 | +2.09% | +8.35% |
| Unchanged (roll-down) | 2.209 | 96.814 | 0.403 | +0.75% | +3.01% |
| +25bp | 2.459 | 95.542 | 0.403 | -0.56% | -2.25% |
| +50bp | 2.709 | 94.288 | 0.403 | -1.86% | -7.43% |
| 6m 2027-02-23 | -50bp | 1.673 | 99.624 | 0.804 | +4.07% | +8.14% |
| -25bp | 1.923 | 98.367 | 0.804 | +2.77% | +5.54% |
| Unchanged (roll-down) | 2.173 | 97.127 | 0.804 | +1.49% | +2.98% |
| +25bp | 2.423 | 95.905 | 0.804 | +0.23% | +0.46% |
| +50bp | 2.673 | 94.700 | 0.804 | -1.02% | -2.03% |
| 12m 2027-08-23 | -50bp | 1.605 | 99.968 | 1.600 | +5.25% | +5.25% |
| -25bp | 1.855 | 98.818 | 1.600 | +4.06% | +4.06% |
| Unchanged (roll-down) | 2.105 | 97.683 | 1.600 | +2.89% | +2.89% |
| +25bp | 2.355 | 96.563 | 1.600 | +1.73% | +1.73% |
| +50bp | 2.605 | 95.457 | 1.600 | +0.59% | +0.59% |