bonds / 20Y / JGB (20-Year) No. 154
Bond Information
| Name | JGB (20-Year) No. 154 |
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| ISIN | — |
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| Issue # | 154 |
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| Coupon (%) | 1.2% semi-annual |
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| Issue Date | 2015-09-24 |
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| Maturity | 2035-09-20 （Remaining 9.1y） |
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| Outstanding | ¥4.3T （2026-03-31・MOF） |
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| Total issued | ¥4.3T （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 ¥15.8B／ total ¥17.9B（last 2026-08-05・BOJ） |
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| BOJ Holding | ¥2.4T（56.0%）（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 | 1.200 % |
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| Compound Yield | 1.1987 % |
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| Accrued Interest | 0.512877 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.54 |
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| Macaulay Duration | 8.59 |
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| DV01 | — |
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| Convexity | 79.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.600 |
| 2027-03-20 | coupon | 0.600 |
| 2027-09-20 | coupon | 0.600 |
| …（14 omitted）… |
| 2035-03-20 | coupon | 0.600 |
| 2035-09-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 9.1y) | 2.724 % → ref. price 87.802 |
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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 | 2.189 | 92.093 | -0.302 | +4.52% | +18.06% |
| -25bp | 2.439 | 90.205 | -0.302 | +2.38% | +9.51% |
| Unchanged (roll-down) | 2.689 | 88.360 | -0.302 | +0.29% | +1.16% |
| +25bp | 2.939 | 86.556 | -0.302 | -1.75% | -7.01% |
| +50bp | 3.189 | 84.792 | -0.302 | -3.75% | -15.00% |
| 6m 2027-02-23 | -50bp | 2.154 | 92.556 | 0.600 | +6.06% | +12.12% |
| -25bp | 2.404 | 90.709 | 0.600 | +3.97% | +7.94% |
| Unchanged (roll-down) | 2.654 | 88.902 | 0.600 | +1.93% | +3.85% |
| +25bp | 2.904 | 87.135 | 0.600 | -0.08% | -0.15% |
| +50bp | 3.154 | 85.406 | 0.600 | -2.03% | -4.07% |
| 12m 2027-08-23 | -50bp | 2.086 | 93.428 | 1.200 | +7.73% | +7.73% |
| -25bp | 2.336 | 91.663 | 1.200 | +5.73% | +5.73% |
| Unchanged (roll-down) | 2.586 | 89.936 | 1.200 | +3.77% | +3.77% |
| +25bp | 2.836 | 88.244 | 1.200 | +1.86% | +1.86% |
| +50bp | 3.086 | 86.586 | 1.200 | -0.02% | -0.02% |