bonds / 20Y / JGB (20-Year) No. 153
Bond Information
| Name | JGB (20-Year) No. 153 |
|---|
| ISIN | — |
|---|
| Issue # | 153 |
|---|
| Coupon (%) | 1.3% semi-annual |
|---|
| Issue Date | 2015-06-22 |
|---|
| Maturity | 2035-06-20 (Remaining 8.8y) |
|---|
| Outstanding | ¥4.4T (2026-03-31・MOF) |
|---|
| Total issued | ¥4.5T (annual report, FY-end) |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d —/ total ¥29.8B(last 2026-04-22・BOJ) |
|---|
| BOJ Holding | ¥2.9T(64.6%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.300 % |
|---|
| Compound Yield | 1.2991 % |
|---|
| Accrued Interest | 0.302740 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 8.24 |
|---|
| Macaulay Duration | 8.30 |
|---|
| DV01 | — |
|---|
| Convexity | 74.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.650 |
| 2027-06-20 | coupon | 0.650 |
| 2027-12-20 | coupon | 0.650 |
| …(13 omitted)… |
| 2034-12-20 | coupon | 0.650 |
| 2035-06-20 | coupon + redemption | 100.650 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 8.8y) | 2.751 % → ref. price 88.751 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 2.218 | 92.901 | 0.324 | +5.02% | +20.10% |
| -25bp | 2.468 | 91.066 | 0.324 | +2.96% | +11.85% |
| Unchanged (roll-down) | 2.718 | 89.271 | 0.324 | +0.95% | +3.79% |
| +25bp | 2.968 | 87.515 | 0.324 | -1.02% | -4.10% |
| +50bp | 3.218 | 85.796 | 0.324 | -2.95% | -11.82% |
| 6m 2027-03-13 | -50bp | 2.185 | 93.326 | 0.643 | +5.86% | +11.72% |
| -25bp | 2.435 | 91.532 | 0.643 | +3.84% | +7.69% |
| Unchanged (roll-down) | 2.685 | 89.776 | 0.643 | +1.87% | +3.75% |
| +25bp | 2.935 | 88.057 | 0.643 | -0.06% | -0.12% |
| +50bp | 3.185 | 86.374 | 0.643 | -1.95% | -3.90% |
| 12m 2027-09-13 | -50bp | 2.110 | 94.214 | 1.300 | +7.59% | +7.59% |
| -25bp | 2.360 | 92.505 | 1.300 | +5.67% | +5.67% |
| Unchanged (roll-down) | 2.610 | 90.830 | 1.300 | +3.79% | +3.79% |
| +25bp | 2.860 | 89.189 | 1.300 | +1.95% | +1.95% |
| +50bp | 3.110 | 87.580 | 1.300 | +0.14% | +0.14% |