bonds / 20Y / JGB (20-Year) No. 153
Bond Information
| Name | JGB (20-Year) No. 153 |
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| ISIN | — |
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| Issue # | 153 |
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| Coupon (%) | 1.3% semi-annual |
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| Issue Date | 2015-06-22 |
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| Maturity | 2035-06-20 (Remaining 8.8y) |
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| Outstanding | ¥4.4T (2026-03-31・MOF) |
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| Total issued | ¥4.5T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —/ total ¥29.8B(last 2026-04-22・BOJ) |
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| BOJ Holding | ¥2.9T(64.6%)(as of 2026-08-10・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 | 1.300 % |
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| Compound Yield | 1.2991 % |
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| Accrued Interest | 0.227945 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.30 |
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| Macaulay Duration | 8.35 |
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| DV01 | — |
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| Convexity | 75.5 |
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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 | 0.650 |
| 2027-06-20 | coupon | 0.650 |
| 2027-12-20 | coupon | 0.650 |
| …(13 omitted)… |
| 2034-12-20 | coupon | 0.650 |
| 2035-06-20 | coupon + redemption | 100.650 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 8.8y) | 2.689 % → ref. price 89.140 |
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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 2026-11-23 | -50bp | 2.154 | 93.334 | 0.328 | +5.06% | +20.24% |
| -25bp | 2.404 | 91.478 | 0.328 | +2.98% | +11.93% |
| Unchanged (roll-down) | 2.654 | 89.663 | 0.328 | +0.95% | +3.81% |
| +25bp | 2.904 | 87.888 | 0.328 | -1.03% | -4.14% |
| +50bp | 3.154 | 86.151 | 0.328 | -2.98% | -11.91% |
| 6m 2027-02-23 | -50bp | 2.120 | 93.767 | 0.654 | +5.91% | +11.82% |
| -25bp | 2.370 | 91.953 | 0.654 | +3.88% | +7.76% |
| Unchanged (roll-down) | 2.620 | 90.178 | 0.654 | +1.89% | +3.79% |
| +25bp | 2.870 | 88.441 | 0.654 | -0.05% | -0.10% |
| +50bp | 3.120 | 86.740 | 0.654 | -1.95% | -3.91% |
| 12m 2027-08-23 | -50bp | 2.047 | 94.613 | 1.300 | +7.58% | +7.58% |
| -25bp | 2.297 | 92.885 | 1.300 | +5.65% | +5.65% |
| Unchanged (roll-down) | 2.547 | 91.191 | 1.300 | +3.75% | +3.75% |
| +25bp | 2.797 | 89.531 | 1.300 | +1.89% | +1.89% |
| +50bp | 3.047 | 87.904 | 1.300 | +0.07% | +0.07% |