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bonds / 20Y / JGB (20-Year) No. 153

Bond Information

NameJGB (20-Year) No. 153
ISIN
Issue #153
Coupon (%)1.3% semi-annual
Issue Date2015-06-22
Maturity2035-06-20 (Remaining 8.8y)
Outstanding¥4.4T (2026-03-31・MOF)
Total issued¥4.5T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
SLF usagelast 30d / total ¥29.8B(last 2026-04-22・BOJ)
BOJ Holding¥2.9T(64.6%)(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 Yield1.300 %
Compound Yield1.2991 %
Accrued Interest0.227945 (64 days) per 100
Settlement Amount
Modified Duration8.30
Macaulay Duration8.35
DV01
Convexity75.5

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.650
2027-06-20coupon0.650
2027-12-20coupon0.650
…(13 omitted)…
2034-12-20coupon0.650
2035-06-20coupon + redemption100.650

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2015-08-18reopen2.9971.144
2015-07-22reopen3.0951.185
2015-06-11new2.56111.293

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

CMT interpolated (rem 8.8y)2.689 % → ref. price 89.140
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp2.15493.3340.328+5.06%+20.24%
-25bp2.40491.4780.328+2.98%+11.93%
Unchanged (roll-down)2.65489.6630.328+0.95%+3.81%
+25bp2.90487.8880.328-1.03%-4.14%
+50bp3.15486.1510.328-2.98%-11.91%
6m 2027-02-23-50bp2.12093.7670.654+5.91%+11.82%
-25bp2.37091.9530.654+3.88%+7.76%
Unchanged (roll-down)2.62090.1780.654+1.89%+3.79%
+25bp2.87088.4410.654-0.05%-0.10%
+50bp3.12086.7400.654-1.95%-3.91%
12m 2027-08-23-50bp2.04794.6131.300+7.58%+7.58%
-25bp2.29792.8851.300+5.65%+5.65%
Unchanged (roll-down)2.54791.1911.300+3.75%+3.75%
+25bp2.79789.5311.300+1.89%+1.89%
+50bp3.04787.9041.300+0.07%+0.07%