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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 8.2y)
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 2026-10-20・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 Interest0.427397 (130 days) per 100
Settlement Amount—
Modified Duration7.71
Macaulay Duration7.76
DV01—
Convexity65.3

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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 8.1y)2.599 % → ref. price 89.778
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.06493.727-0.299+4.05%+16.18%
-25bp2.31491.995-0.299+2.13%+8.50%
Unchanged (roll-down)2.56490.297-0.299+0.24%+0.98%
+25bp2.81488.634-0.299-1.60%-6.40%
+50bp3.06487.005-0.299-3.41%-13.62%
6m 2027-04-28-50bp2.02694.1630.597+5.52%+11.04%
-25bp2.27692.4730.597+3.65%+7.30%
Unchanged (roll-down)2.52690.8170.597+1.81%+3.63%
+25bp2.77689.1930.597+0.01%+0.03%
+50bp3.02687.6010.597-1.75%-3.50%
12m 2027-10-28-50bp1.95095.0071.200+7.13%+7.13%
-25bp2.20093.4071.200+5.35%+5.35%
Unchanged (roll-down)2.45091.8371.200+3.61%+3.61%
+25bp2.70090.2951.200+1.90%+1.90%
+50bp2.95088.7821.200+0.23%+0.23%