bonds / 20Y / JGB (20-Year) No. 157
Bond Information
| Name | JGB (20-Year) No. 157 |
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| ISIN | — |
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| Issue # | 157 |
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| Coupon (%) | 0.2% semi-annual |
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| Issue Date | 2016-06-27 |
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| Maturity | 2036-06-20 （Remaining 9.7y） |
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| Outstanding | ¥3.7T （2026-03-31・MOF） |
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| Total issued | ¥4T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥17.8B（last 2026-07-31・BOJ） |
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| BOJ Holding | ¥2.6T（70.4%）（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 | 0.200 % |
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| Compound Yield | 0.1998 % |
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| Accrued Interest | 0.071233 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.55 |
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| Macaulay Duration | 9.56 |
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| DV01 | — |
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| Convexity | 96.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.100 |
| 2027-06-20 | coupon | 0.100 |
| 2027-12-20 | coupon | 0.100 |
| …（15 omitted）… |
| 2035-12-20 | coupon | 0.100 |
| 2036-06-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.6y) | 2.791 % → ref. price 78.206 |
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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 | 2.259 | 82.651 | -0.050 | +5.62% | +22.46% |
| -25bp | 2.509 | 80.772 | -0.050 | +3.22% | +12.86% |
| Unchanged (roll-down) | 2.759 | 78.939 | -0.050 | +0.87% | +3.49% |
| +25bp | 3.009 | 77.150 | -0.050 | -1.41% | -5.65% |
| +50bp | 3.259 | 75.404 | -0.050 | -3.64% | -14.57% |
| 6m 2027-04-28 | -50bp | 2.227 | 83.298 | 0.099 | +6.63% | +13.26% |
| -25bp | 2.477 | 81.453 | 0.099 | +4.28% | +8.55% |
| Unchanged (roll-down) | 2.727 | 79.651 | 0.099 | +1.97% | +3.95% |
| +25bp | 2.977 | 77.892 | 0.099 | -0.27% | -0.55% |
| +50bp | 3.227 | 76.174 | 0.099 | -2.47% | -4.94% |
| 12m 2027-10-28 | -50bp | 2.163 | 84.587 | 0.200 | +8.41% | +8.41% |
| -25bp | 2.413 | 82.814 | 0.200 | +6.14% | +6.14% |
| Unchanged (roll-down) | 2.663 | 81.080 | 0.200 | +3.93% | +3.93% |
| +25bp | 2.913 | 79.384 | 0.200 | +1.76% | +1.76% |
| +50bp | 3.163 | 77.726 | 0.200 | -0.36% | -0.36% |