bonds / 20Y / JGB (20-Year) No. 151
Bond Information
| Name | JGB (20-Year) No. 151 |
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| ISIN | — |
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| Issue # | 151 |
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| Coupon (%) | 1.2% semi-annual |
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| Issue Date | 2014-12-22 |
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| Maturity | 2034-12-20 (Remaining 8.3y) |
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| Outstanding | ¥4.7T (2026-03-31・MOF) |
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| Total issued | ¥4.7T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒財投 |
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| BOJ Holding | ¥2.8T(59.5%)(as of 2026-08-31・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 | 1.200 % |
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| Compound Yield | 1.1989 % |
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| Accrued Interest | 0.279452 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.83 |
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| Macaulay Duration | 7.88 |
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| DV01 | — |
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| Convexity | 67.3 |
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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 | 0.600 |
| 2027-06-20 | coupon | 0.600 |
| 2027-12-20 | coupon | 0.600 |
| …(12 omitted)… |
| 2034-06-20 | coupon | 0.600 |
| 2034-12-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 8.3y) | 2.685 % → ref. price 89.041 |
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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 2026-12-13 | -50bp | 2.152 | 93.014 | 0.299 | +4.78% | +19.13% |
| -25bp | 2.402 | 91.270 | 0.299 | +2.83% | +11.32% |
| Unchanged (roll-down) | 2.652 | 89.562 | 0.299 | +0.92% | +3.67% |
| +25bp | 2.902 | 87.889 | 0.299 | -0.96% | -3.82% |
| +50bp | 3.152 | 86.250 | 0.299 | -2.79% | -11.16% |
| 6m 2027-03-13 | -50bp | 2.111 | 93.490 | 0.593 | +5.65% | +11.29% |
| -25bp | 2.361 | 91.788 | 0.593 | +3.74% | +7.48% |
| Unchanged (roll-down) | 2.611 | 90.119 | 0.593 | +1.87% | +3.74% |
| +25bp | 2.861 | 88.484 | 0.593 | +0.04% | +0.08% |
| +50bp | 3.111 | 86.881 | 0.593 | -1.75% | -3.51% |
| 12m 2027-09-13 | -50bp | 2.026 | 94.429 | 1.200 | +7.38% | +7.38% |
| -25bp | 2.276 | 92.814 | 1.200 | +5.57% | +5.57% |
| Unchanged (roll-down) | 2.526 | 91.229 | 1.200 | +3.79% | +3.79% |
| +25bp | 2.776 | 89.674 | 1.200 | +2.05% | +2.05% |
| +50bp | 3.026 | 88.147 | 1.200 | +0.34% | +0.34% |