bonds / 20Y / JGB (20-Year) No. 154
Bond Information
| Name | JGB (20-Year) No. 154 |
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| ISIN | — |
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| Issue # | 154 |
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| Coupon (%) | 1.2% semi-annual |
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| Issue Date | 2015-09-24 |
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| Maturity | 2035-09-20 （Remaining 8.9y） |
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| Outstanding | ¥4.3T （2026-03-31・MOF） |
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| Total issued | ¥4.3T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| SLF usage | last 30d —／ total ¥17.9B（last 2026-08-05・BOJ） |
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| BOJ Holding | ¥2.4T（56.2%）（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 | 1.1992 % |
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| Accrued Interest | 0.124932 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.41 |
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| Macaulay Duration | 8.46 |
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| DV01 | — |
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| Convexity | 77.3 |
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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 |
| …（13 omitted）… |
| 2035-03-20 | coupon | 0.600 |
| 2035-09-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 8.9y) | 2.695 % → ref. price 88.235 |
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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 | 2.162 | 92.439 | 0.302 | +5.10% | +20.40% |
| -25bp | 2.412 | 90.580 | 0.302 | +3.00% | +11.99% |
| Unchanged (roll-down) | 2.662 | 88.762 | 0.302 | +0.94% | +3.76% |
| +25bp | 2.912 | 86.984 | 0.302 | -1.07% | -4.29% |
| +50bp | 3.162 | 85.245 | 0.302 | -3.04% | -12.17% |
| 6m 2027-04-28 | -50bp | 2.131 | 92.862 | 0.603 | +5.92% | +11.84% |
| -25bp | 2.381 | 91.044 | 0.603 | +3.86% | +7.72% |
| Unchanged (roll-down) | 2.631 | 89.265 | 0.603 | +1.85% | +3.70% |
| +25bp | 2.881 | 87.524 | 0.603 | -0.12% | -0.24% |
| +50bp | 3.131 | 85.820 | 0.603 | -2.05% | -4.10% |
| 12m 2027-10-28 | -50bp | 2.064 | 93.723 | 1.200 | +7.57% | +7.57% |
| -25bp | 2.314 | 91.990 | 1.200 | +5.61% | +5.61% |
| Unchanged (roll-down) | 2.564 | 90.292 | 1.200 | +3.69% | +3.69% |
| +25bp | 2.814 | 88.629 | 1.200 | +1.80% | +1.80% |
| +50bp | 3.064 | 86.999 | 1.200 | -0.04% | -0.04% |