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bonds / 20Y / JGB (20-Year) No. 155

Bond Information

NameJGB (20-Year) No. 155
ISIN—
Issue #155
Coupon (%)1% semi-annual
Issue Date2015-12-21
Maturity2035-12-20 (Remaining 9.1y)
Outstanding¥4.6T (2026-03-31・MOF)
Total issued¥4.6T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d —/ total ¥151.8B(last 2026-04-21・BOJ)
BOJ Holding¥2.3T(51.4%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.000 %
Compound Yield0.9992 %
Accrued Interest0.356164 (130 days) per 100
Settlement Amount—
Modified Duration8.69
Macaulay Duration8.74
DV01—
Convexity82.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.500
2027-06-20coupon0.500
2027-12-20coupon0.500
…(14 omitted)…
2035-06-20coupon0.500
2035-12-20coupon + redemption100.500

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2016-02-16reopen3.50110.786
2016-01-21reopen3.4970.924
2015-12-17new3.07111.041

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 9.1y)2.727 % → ref. price 86.093
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.19490.388-0.249+4.68%+18.72%
-25bp2.44488.507-0.249+2.50%+10.02%
Unchanged (roll-down)2.69486.669-0.249+0.38%+1.51%
+25bp2.94484.872-0.249-1.70%-6.81%
+50bp3.19483.115-0.249-3.73%-14.93%
6m 2027-04-28-50bp2.16390.8650.497+6.09%+12.19%
-25bp2.41389.0230.497+3.96%+7.93%
Unchanged (roll-down)2.66387.2210.497+1.88%+3.76%
+25bp2.91385.4590.497-0.16%-0.32%
+50bp3.16383.7360.497-2.15%-4.30%
12m 2027-10-28-50bp2.09891.8031.000+7.76%+7.76%
-25bp2.34890.0431.000+5.73%+5.73%
Unchanged (roll-down)2.59888.3191.000+3.73%+3.73%
+25bp2.84886.6321.000+1.78%+1.78%
+50bp3.09884.9801.000-0.13%-0.13%