bonds / 20Y / JGB (20-Year) No. 152
Bond Information
| Name | JGB (20-Year) No. 152 |
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| ISIN | — |
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| Issue # | 152 |
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| Coupon (%) | 1.2% semi-annual |
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| Issue Date | 2015-03-20 |
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| Maturity | 2035-03-20 (Remaining 8.4y) |
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| Outstanding | ¥4.4T (2026-03-31・MOF) |
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| Total issued | ¥4.4T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒 |
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| STRIPS principal | ¥100M (2026-09-30) |
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| SLF usage | last 30d —/ total ¥23.8B(last 2026-05-11・BOJ) |
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| BOJ Holding | ¥2.3T(52.5%)(as of 2026-10-20・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 | 1.1998 % |
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| Accrued Interest | 0.124932 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.96 |
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| Macaulay Duration | 8.00 |
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| DV01 | — |
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| Convexity | 69.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.600 |
| 2027-09-20 | coupon | 0.600 |
| 2028-03-20 | coupon | 0.600 |
| …(12 omitted)… |
| 2034-09-20 | coupon | 0.600 |
| 2035-03-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 8.4y) | 2.630 % → ref. price 89.285 |
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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 2027-01-28 | -50bp | 2.098 | 93.307 | 0.302 | +4.84% | +19.35% |
| -25bp | 2.348 | 91.533 | 0.302 | +2.85% | +11.41% |
| Unchanged (roll-down) | 2.598 | 89.795 | 0.302 | +0.91% | +3.63% |
| +25bp | 2.848 | 88.094 | 0.302 | -0.99% | -3.98% |
| +50bp | 3.098 | 86.427 | 0.302 | -2.86% | -11.43% |
| 6m 2027-04-28 | -50bp | 2.064 | 93.726 | 0.603 | +5.64% | +11.28% |
| -25bp | 2.314 | 91.994 | 0.603 | +3.70% | +7.41% |
| Unchanged (roll-down) | 2.564 | 90.297 | 0.603 | +1.81% | +3.61% |
| +25bp | 2.814 | 88.634 | 0.603 | -0.05% | -0.11% |
| +50bp | 3.064 | 87.004 | 0.603 | -1.88% | -3.75% |
| 12m 2027-10-28 | -50bp | 1.988 | 94.604 | 1.200 | +7.29% | +7.29% |
| -25bp | 2.238 | 92.960 | 1.200 | +5.45% | +5.45% |
| Unchanged (roll-down) | 2.488 | 91.347 | 1.200 | +3.65% | +3.65% |
| +25bp | 2.738 | 89.764 | 1.200 | +1.88% | +1.88% |
| +50bp | 2.988 | 88.212 | 1.200 | +0.14% | +0.14% |