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 9.9y） |
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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 ¥100M／ total ¥17.7B（last 2026-10-02・BOJ） |
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| BOJ Holding | ¥2.6T（62.9%）（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 | 0.500 % |
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| Compound Yield | 0.4996 % |
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| Accrued Interest | 0.052055 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.65 |
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| Macaulay Duration | 9.67 |
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| DV01 | — |
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| Convexity | 99.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| 2028-03-20 | coupon | 0.250 |
| …（15 omitted）… |
| 2036-03-20 | coupon | 0.250 |
| 2036-09-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.9y) | 2.824 % → ref. price 80.042 |
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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 | 2.291 | 84.564 | 0.126 | +5.80% | +23.22% |
| -25bp | 2.541 | 82.622 | 0.126 | +3.38% | +13.51% |
| Unchanged (roll-down) | 2.791 | 80.727 | 0.126 | +1.01% | +4.05% |
| +25bp | 3.041 | 78.878 | 0.126 | -1.30% | -5.18% |
| +50bp | 3.291 | 77.075 | 0.126 | -3.55% | -14.19% |
| 6m 2027-04-28 | -50bp | 2.259 | 85.161 | 0.251 | +6.71% | +13.41% |
| -25bp | 2.509 | 83.252 | 0.251 | +4.32% | +8.65% |
| Unchanged (roll-down) | 2.759 | 81.389 | 0.251 | +2.00% | +3.99% |
| +25bp | 3.009 | 79.571 | 0.251 | -0.27% | -0.55% |
| +50bp | 3.259 | 77.796 | 0.251 | -2.49% | -4.98% |
| 12m 2027-10-28 | -50bp | 2.195 | 86.356 | 0.500 | +8.51% | +8.51% |
| -25bp | 2.445 | 84.519 | 0.500 | +6.21% | +6.21% |
| Unchanged (roll-down) | 2.695 | 82.724 | 0.500 | +3.97% | +3.97% |
| +25bp | 2.945 | 80.969 | 0.500 | +1.78% | +1.78% |
| +50bp | 3.195 | 79.255 | 0.500 | -0.36% | -0.36% |