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 8.6y） |
|---|
| 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 2026-10-20・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 | 0.463014 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 8.12 |
|---|
| Macaulay Duration | 8.17 |
|---|
| DV01 | — |
|---|
| Convexity | 72.5 |
|---|
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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 8.6y) | 2.662 % → ref. price 89.529 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.130 | 93.643 | -0.324 | +4.21% | +16.84% |
| -25bp | 2.380 | 91.817 | -0.324 | +2.18% | +8.73% |
| Unchanged (roll-down) | 2.630 | 90.031 | -0.324 | +0.20% | +0.79% |
| +25bp | 2.880 | 88.283 | -0.324 | -1.75% | -6.98% |
| +50bp | 3.130 | 86.572 | -0.324 | -3.65% | -14.59% |
| 6m 2027-04-28 | -50bp | 2.099 | 94.040 | 0.646 | +5.73% | +11.46% |
| -25bp | 2.349 | 92.257 | 0.646 | +3.75% | +7.50% |
| Unchanged (roll-down) | 2.599 | 90.511 | 0.646 | +1.81% | +3.62% |
| +25bp | 2.849 | 88.801 | 0.646 | -0.09% | -0.18% |
| +50bp | 3.099 | 87.127 | 0.646 | -1.95% | -3.90% |
| 12m 2027-10-28 | -50bp | 2.026 | 94.872 | 1.300 | +7.38% | +7.38% |
| -25bp | 2.276 | 93.176 | 1.300 | +5.50% | +5.50% |
| Unchanged (roll-down) | 2.526 | 91.513 | 1.300 | +3.65% | +3.65% |
| +25bp | 2.776 | 89.883 | 1.300 | +1.84% | +1.84% |
| +50bp | 3.026 | 88.285 | 1.300 | +0.06% | +0.06% |