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 10.2y） |
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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 —／ total ¥8.1B（last 2026-09-02・BOJ） |
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| BOJ Holding | ¥1.9T（47.7%）（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 | 0.600 % |
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| Compound Yield | 0.5994 % |
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| Accrued Interest | 0.213699 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.82 |
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| Macaulay Duration | 9.84 |
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| DV01 | — |
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| Convexity | 103.3 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 10.1y) | 2.853 % → ref. price 80.258 |
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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 | 2.324 | 84.829 | -0.150 | +5.49% | +21.98% |
| -25bp | 2.574 | 82.842 | -0.150 | +3.03% | +12.10% |
| Unchanged (roll-down) | 2.824 | 80.906 | -0.150 | +0.62% | +2.48% |
| +25bp | 3.074 | 79.017 | -0.150 | -1.73% | -6.91% |
| +50bp | 3.324 | 77.176 | -0.150 | -4.01% | -16.06% |
| 6m 2027-04-28 | -50bp | 2.292 | 85.417 | 0.298 | +6.78% | +13.57% |
| -25bp | 2.542 | 83.464 | 0.298 | +4.36% | +8.71% |
| Unchanged (roll-down) | 2.792 | 81.558 | 0.298 | +1.99% | +3.97% |
| +25bp | 3.042 | 79.700 | 0.298 | -0.32% | -0.65% |
| +50bp | 3.292 | 77.886 | 0.298 | -2.58% | -5.15% |
| 12m 2027-10-28 | -50bp | 2.227 | 86.588 | 0.600 | +8.61% | +8.61% |
| -25bp | 2.477 | 84.706 | 0.600 | +6.27% | +6.27% |
| Unchanged (roll-down) | 2.727 | 82.867 | 0.600 | +3.99% | +3.99% |
| +25bp | 2.977 | 81.071 | 0.600 | +1.76% | +1.76% |
| +50bp | 3.227 | 79.317 | 0.600 | -0.42% | -0.42% |