bonds / 20Y / JGB (20-Year) No. 157
Bond Information
| Name | JGB (20-Year) No. 157 |
|---|
| ISIN | — |
|---|
| Issue # | 157 |
|---|
| Coupon (%) | 0.2% semi-annual |
|---|
| Issue Date | 2016-06-27 |
|---|
| Maturity | 2036-06-20 （Remaining 9.8y） |
|---|
| Outstanding | ¥3.7T （2026-03-31・MOF） |
|---|
| Total issued | ¥4T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d ¥300M／ total ¥17.8B（last 2026-07-31・BOJ） |
|---|
| BOJ Holding | ¥2.6T（70.4%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.200 % |
|---|
| Compound Yield | 0.1998 % |
|---|
| Accrued Interest | 0.035068 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 9.73 |
|---|
| Macaulay Duration | 9.74 |
|---|
| DV01 | — |
|---|
| Convexity | 100.1 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.100 |
| 2027-06-20 | coupon | 0.100 |
| 2027-12-20 | coupon | 0.100 |
| …（15 omitted）… |
| 2035-12-20 | coupon | 0.100 |
| 2036-06-20 | coupon + redemption | 100.100 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 9.8y) | 2.829 % → ref. price 77.565 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 2.294 | 82.080 | 0.050 | +5.88% | +23.53% |
| -25bp | 2.544 | 80.180 | 0.050 | +3.43% | +13.74% |
| Unchanged (roll-down) | 2.794 | 78.326 | 0.050 | +1.05% | +4.18% |
| +25bp | 3.044 | 76.518 | 0.050 | -1.28% | -5.14% |
| +50bp | 3.294 | 74.754 | 0.050 | -3.56% | -14.23% |
| 6m 2027-02-23 | -50bp | 2.258 | 82.771 | 0.101 | +6.84% | +13.68% |
| -25bp | 2.508 | 80.904 | 0.101 | +4.43% | +8.86% |
| Unchanged (roll-down) | 2.758 | 79.082 | 0.101 | +2.08% | +4.17% |
| +25bp | 3.008 | 77.302 | 0.101 | -0.21% | -0.42% |
| +50bp | 3.258 | 75.566 | 0.101 | -2.45% | -4.89% |
| 12m 2027-08-23 | -50bp | 2.189 | 84.101 | 0.200 | +8.68% | +8.68% |
| -25bp | 2.439 | 82.302 | 0.200 | +6.36% | +6.36% |
| Unchanged (roll-down) | 2.689 | 80.544 | 0.200 | +4.10% | +4.10% |
| +25bp | 2.939 | 78.825 | 0.200 | +1.88% | +1.88% |
| +50bp | 3.189 | 77.146 | 0.200 | -0.28% | -0.28% |