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 9.8y） |
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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 2026-08-31・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 | 0.200 % |
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| Compound Yield | 0.1998 % |
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| Accrued Interest | 0.046575 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.67 |
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| Macaulay Duration | 9.68 |
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| DV01 | — |
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| Convexity | 99.0 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 9.8y) | 2.888 % → ref. price 77.247 |
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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 | 2.354 | 81.716 | 0.050 | +5.85% | +23.38% |
| -25bp | 2.604 | 79.835 | 0.050 | +3.41% | +13.65% |
| Unchanged (roll-down) | 2.854 | 78.000 | 0.050 | +1.04% | +4.16% |
| +25bp | 3.104 | 76.210 | 0.050 | -1.28% | -5.11% |
| +50bp | 3.354 | 74.464 | 0.050 | -3.54% | -14.14% |
| 6m 2027-03-13 | -50bp | 2.320 | 82.394 | 0.099 | +6.79% | +13.57% |
| -25bp | 2.570 | 80.545 | 0.099 | +4.40% | +8.79% |
| Unchanged (roll-down) | 2.820 | 78.741 | 0.099 | +2.06% | +4.12% |
| +25bp | 3.070 | 76.979 | 0.099 | -0.22% | -0.44% |
| +50bp | 3.320 | 75.259 | 0.099 | -2.44% | -4.89% |
| 12m 2027-09-13 | -50bp | 2.251 | 83.747 | 0.200 | +8.67% | +8.67% |
| -25bp | 2.501 | 81.968 | 0.200 | +6.37% | +6.37% |
| Unchanged (roll-down) | 2.751 | 80.228 | 0.200 | +4.12% | +4.12% |
| +25bp | 3.001 | 78.528 | 0.200 | +1.92% | +1.92% |
| +50bp | 3.251 | 76.866 | 0.200 | -0.23% | -0.23% |