bonds / 20Y / JGB (20-Year) No. 158
Bond Information
| Name | JGB (20-Year) No. 158 |
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| ISIN | — |
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| Issue # | 158 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2016-09-20 |
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| Maturity | 2036-09-20 （Remaining 10y） |
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| Outstanding | ¥4.1T （2026-03-31・MOF） |
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| Total issued | ¥4.7T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥17.6B（last 2025-10-20・BOJ） |
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| BOJ Holding | ¥2.6T（62.9%）（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 | 0.500 % |
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| Compound Yield | 0.4994 % |
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| Accrued Interest | 0.242466 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.74 |
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| Macaulay Duration | 9.77 |
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| DV01 | — |
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| Convexity | 101.5 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（16 omitted）… |
| 2036-03-20 | coupon | 0.250 |
| 2036-09-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 10.0y) | 2.922 % → ref. price 79.072 |
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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 | 2.389 | 83.614 | -0.127 | +5.57% | +22.26% |
| -25bp | 2.639 | 81.670 | -0.127 | +3.11% | +12.46% |
| Unchanged (roll-down) | 2.889 | 79.775 | -0.127 | +0.73% | +2.90% |
| +25bp | 3.139 | 77.926 | -0.127 | -1.61% | -6.42% |
| +50bp | 3.389 | 76.124 | -0.127 | -3.88% | -15.51% |
| 6m 2027-03-13 | -50bp | 2.355 | 84.245 | 0.246 | +6.83% | +13.66% |
| -25bp | 2.605 | 82.334 | 0.246 | +4.42% | +8.84% |
| Unchanged (roll-down) | 2.855 | 80.469 | 0.246 | +2.07% | +4.14% |
| +25bp | 3.105 | 78.649 | 0.246 | -0.22% | -0.45% |
| +50bp | 3.355 | 76.873 | 0.246 | -2.46% | -4.92% |
| 12m 2027-09-13 | -50bp | 2.285 | 85.508 | 0.500 | +8.74% | +8.74% |
| -25bp | 2.535 | 83.666 | 0.500 | +6.42% | +6.42% |
| Unchanged (roll-down) | 2.785 | 81.866 | 0.500 | +4.15% | +4.15% |
| +25bp | 3.035 | 80.108 | 0.500 | +1.94% | +1.94% |
| +50bp | 3.285 | 78.390 | 0.500 | -0.23% | -0.23% |