bonds / 20Y / JGB (20-Year) No. 147
Bond Information
| Name | JGB (20-Year) No. 147 |
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| ISIN | — |
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| Issue # | 147 |
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| Coupon (%) | 1.6% semi-annual |
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| Issue Date | 2013-12-20 |
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| Maturity | 2033-12-20 （Remaining 7.3y） |
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| Outstanding | ¥4.7T （2026-03-31・MOF） |
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| Total issued | ¥4.8T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥200M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥4.7B（last 2026-04-17・BOJ） |
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| BOJ Holding | ¥3.4T（72.3%）（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 | 1.5984 % |
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| Accrued Interest | 0.280548 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.87 |
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| Macaulay Duration | 6.93 |
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| DV01 | — |
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| Convexity | 52.4 |
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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 | 0.800 |
| 2027-06-20 | coupon | 0.800 |
| 2027-12-20 | coupon | 0.800 |
| …（10 omitted）… |
| 2033-06-20 | coupon | 0.800 |
| 2033-12-20 | coupon + redemption | 100.800 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 7.3y) | 2.464 % → ref. price 94.225 |
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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 | 1.922 | 97.865 | 0.403 | +4.28% | +17.12% |
| -25bp | 2.172 | 96.252 | 0.403 | +2.57% | +10.29% |
| Unchanged (roll-down) | 2.422 | 94.669 | 0.403 | +0.90% | +3.59% |
| +25bp | 2.672 | 93.114 | 0.403 | -0.75% | -2.99% |
| +50bp | 2.922 | 91.588 | 0.403 | -2.36% | -9.45% |
| 6m 2027-02-23 | -50bp | 1.885 | 98.174 | 0.804 | +5.03% | +10.06% |
| -25bp | 2.135 | 96.610 | 0.804 | +3.38% | +6.75% |
| Unchanged (roll-down) | 2.385 | 95.073 | 0.804 | +1.75% | +3.50% |
| +25bp | 2.635 | 93.563 | 0.804 | +0.15% | +0.30% |
| +50bp | 2.885 | 92.080 | 0.804 | -1.42% | -2.84% |
| 12m 2027-08-23 | -50bp | 1.815 | 98.709 | 1.600 | +6.44% | +6.44% |
| -25bp | 2.065 | 97.243 | 1.600 | +4.89% | +4.89% |
| Unchanged (roll-down) | 2.315 | 95.801 | 1.600 | +3.36% | +3.36% |
| +25bp | 2.565 | 94.383 | 1.600 | +1.86% | +1.86% |
| +50bp | 2.815 | 92.988 | 1.600 | +0.38% | +0.38% |