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bonds / 20Y / JGB (20-Year) No. 151

Bond Information

NameJGB (20-Year) No. 151
ISIN
Issue #151
Coupon (%)1.2% semi-annual
Issue Date2014-12-22
Maturity2034-12-20 (Remaining 8.3y)
Outstanding¥4.7T (2026-03-31・MOF)
Total issued¥4.7T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
BOJ Holding¥2.8T(59.5%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.200 %
Compound Yield1.1989 %
Accrued Interest0.279452 (85 days) per 100
Settlement Amount
Modified Duration7.83
Macaulay Duration7.88
DV01
Convexity67.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.600
2027-06-20coupon0.600
2027-12-20coupon0.600
…(12 omitted)…
2034-06-20coupon0.600
2034-12-20coupon + redemption100.600

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2015-02-17reopen3.5121.274
2015-01-22reopen3.26110.905
2014-12-18new3.7181.145

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 8.3y)2.685 % → ref. price 89.041
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp2.15293.0140.299+4.78%+19.13%
-25bp2.40291.2700.299+2.83%+11.32%
Unchanged (roll-down)2.65289.5620.299+0.92%+3.67%
+25bp2.90287.8890.299-0.96%-3.82%
+50bp3.15286.2500.299-2.79%-11.16%
6m 2027-03-13-50bp2.11193.4900.593+5.65%+11.29%
-25bp2.36191.7880.593+3.74%+7.48%
Unchanged (roll-down)2.61190.1190.593+1.87%+3.74%
+25bp2.86188.4840.593+0.04%+0.08%
+50bp3.11186.8810.593-1.75%-3.51%
12m 2027-09-13-50bp2.02694.4291.200+7.38%+7.38%
-25bp2.27692.8141.200+5.57%+5.57%
Unchanged (roll-down)2.52691.2291.200+3.79%+3.79%
+25bp2.77689.6741.200+2.05%+2.05%
+50bp3.02688.1471.200+0.34%+0.34%