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 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 2026-08-31・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 | 1.1987 % |
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| Accrued Interest | 0.581918 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.48 |
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| Macaulay Duration | 8.53 |
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| DV01 | — |
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| Convexity | 78.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.600 |
| 2027-03-20 | coupon | 0.600 |
| 2027-09-20 | coupon | 0.600 |
| …（14 omitted）… |
| 2035-03-20 | coupon | 0.600 |
| 2035-09-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 9.0y) | 2.785 % → ref. price 87.421 |
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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 | 2.251 | 91.665 | -0.306 | +4.47% | +17.90% |
| -25bp | 2.501 | 89.798 | -0.306 | +2.35% | +9.41% |
| Unchanged (roll-down) | 2.751 | 87.972 | -0.306 | +0.28% | +1.11% |
| +25bp | 3.001 | 86.187 | -0.306 | -1.75% | -7.00% |
| +50bp | 3.251 | 84.442 | -0.306 | -3.73% | -14.93% |
| 6m 2027-03-13 | -50bp | 2.218 | 92.120 | 0.590 | +6.01% | +12.02% |
| -25bp | 2.468 | 90.292 | 0.590 | +3.93% | +7.87% |
| Unchanged (roll-down) | 2.718 | 88.504 | 0.590 | +1.90% | +3.80% |
| +25bp | 2.968 | 86.755 | 0.590 | -0.09% | -0.17% |
| +50bp | 3.218 | 85.044 | 0.590 | -2.03% | -4.06% |
| 12m 2027-09-13 | -50bp | 2.151 | 93.011 | 1.200 | +7.72% | +7.72% |
| -25bp | 2.401 | 91.268 | 1.200 | +5.73% | +5.73% |
| Unchanged (roll-down) | 2.651 | 89.560 | 1.200 | +3.79% | +3.79% |
| +25bp | 2.901 | 87.887 | 1.200 | +1.89% | +1.89% |
| +50bp | 3.151 | 86.248 | 1.200 | +0.03% | +0.03% |