bonds / 20Y / JGB (20-Year) No. 159
Bond Information
| Name | JGB (20-Year) No. 159 |
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| ISIN | — |
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| Issue # | 159 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2016-12-20 |
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| Maturity | 2036-12-20 （Remaining 10.3y） |
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| Outstanding | ¥3.9T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| SLF usage | last 30d ¥3.6B／ total ¥8.1B（last 2026-09-02・BOJ） |
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| BOJ Holding | ¥1.9T（47.7%）（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 | 0.600 % |
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| Compound Yield | 0.5994 % |
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| Accrued Interest | 0.139726 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.94 |
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| Macaulay Duration | 9.97 |
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| DV01 | — |
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| Convexity | 105.7 |
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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 | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …（16 omitted）… |
| 2036-06-20 | coupon | 0.300 |
| 2036-12-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 10.3y) | 2.949 % → ref. price 79.297 |
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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 | 2.422 | 83.859 | 0.150 | +5.93% | +23.72% |
| -25bp | 2.672 | 81.872 | 0.150 | +3.43% | +13.72% |
| Unchanged (roll-down) | 2.922 | 79.936 | 0.150 | +0.99% | +3.97% |
| +25bp | 3.172 | 78.050 | 0.150 | -1.38% | -5.53% |
| +50bp | 3.422 | 76.210 | 0.150 | -3.70% | -14.79% |
| 6m 2027-03-13 | -50bp | 2.389 | 84.474 | 0.297 | +6.89% | +13.78% |
| -25bp | 2.639 | 82.519 | 0.297 | +4.43% | +8.86% |
| Unchanged (roll-down) | 2.889 | 80.613 | 0.297 | +2.03% | +4.06% |
| +25bp | 3.139 | 78.754 | 0.297 | -0.31% | -0.62% |
| +50bp | 3.389 | 76.941 | 0.297 | -2.59% | -5.18% |
| 12m 2027-09-13 | -50bp | 2.319 | 85.717 | 0.600 | +8.84% | +8.84% |
| -25bp | 2.569 | 83.831 | 0.600 | +6.46% | +6.46% |
| Unchanged (roll-down) | 2.819 | 81.989 | 0.600 | +4.14% | +4.14% |
| +25bp | 3.069 | 80.190 | 0.600 | +1.88% | +1.88% |
| +50bp | 3.319 | 78.434 | 0.600 | -0.33% | -0.33% |