overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
bonds / 20Y / JGB (20-Year) No. 152

Bond Information

NameJGB (20-Year) No. 152
ISIN
Issue #152
Coupon (%)1.2% semi-annual
Issue Date2015-03-20
Maturity2035-03-20 (Remaining 8.6y)
Outstanding¥4.4T (2026-03-31・MOF)
Total issued¥4.4T (annual report, FY-end)
Statutory basis4条特例借換前倒
STRIPS principal¥100M (2026-06-30)
SLF usagelast 30d / total ¥23.8B(last 2026-05-11・BOJ)
BOJ Holding¥2.3T(52.4%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.200 %
Compound Yield1.1992 %
Accrued Interest0.512877 (156 days) per 100
Settlement Amount
Modified Duration8.09
Macaulay Duration8.14
DV01
Convexity71.8

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.600
2027-03-20coupon0.600
2027-09-20coupon0.600
…(13 omitted)…
2034-09-20coupon0.600
2035-03-20coupon + redemption100.600

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2015-05-26reopen2.91101.221
2015-04-16reopen2.63111.071
2015-03-18new3.42211.199

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 8.6y)2.654 % → ref. price 88.901
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp2.12093.010-0.302+4.26%+17.03%
-25bp2.37091.205-0.302+2.24%+8.95%
Unchanged (roll-down)2.62089.438-0.302+0.26%+1.05%
+25bp2.87087.708-0.302-1.67%-6.69%
+50bp3.12086.015-0.302-3.57%-14.26%
6m 2027-02-23-50bp2.08593.4510.600+5.76%+11.52%
-25bp2.33591.6880.600+3.79%+7.58%
Unchanged (roll-down)2.58589.9610.600+1.86%+3.71%
+25bp2.83588.2700.600-0.03%-0.07%
+50bp3.08586.6140.600-1.89%-3.77%
12m 2027-08-23-50bp2.00594.3581.200+7.45%+7.45%
-25bp2.25592.6811.200+5.57%+5.57%
Unchanged (roll-down)2.50591.0351.200+3.73%+3.73%
+25bp2.75589.4221.200+1.92%+1.92%
+50bp3.00587.8401.200+0.16%+0.16%