bonds / 20Y / JGB (20-Year) No. 158
Bond Information
| Name | JGB (20-Year) No. 158 |
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| ISIN | — |
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| Issue # | 158 |
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| Coupon (%) | 0.5% semi-annual |
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| Issue Date | 2016-09-20 |
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| Maturity | 2036-09-20 （Remaining 10.1y） |
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| Outstanding | ¥4.1T （2026-03-31・MOF） |
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| Total issued | ¥4.7T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥17.6B（last 2025-10-20・BOJ） |
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| BOJ Holding | ¥2.6T（62.9%）（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 | 0.500 % |
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| Compound Yield | 0.4994 % |
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| Accrued Interest | 0.213699 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.80 |
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| Macaulay Duration | 9.83 |
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| DV01 | — |
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| Convexity | 102.7 |
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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 | 0.250 |
| 2027-03-20 | coupon | 0.250 |
| 2027-09-20 | coupon | 0.250 |
| …（16 omitted）… |
| 2036-03-20 | coupon | 0.250 |
| 2036-09-20 | coupon + redemption | 100.250 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 10.1y) | 2.863 % → ref. price 79.425 |
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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 | 2.330 | 84.000 | -0.126 | +5.59% | +22.35% |
| -25bp | 2.580 | 82.036 | -0.126 | +3.12% | +12.48% |
| Unchanged (roll-down) | 2.830 | 80.121 | -0.126 | +0.72% | +2.87% |
| +25bp | 3.080 | 78.254 | -0.126 | -1.63% | -6.51% |
| +50bp | 3.330 | 76.434 | -0.126 | -3.91% | -15.66% |
| 6m 2027-02-23 | -50bp | 2.294 | 84.644 | 0.250 | +6.87% | +13.73% |
| -25bp | 2.544 | 82.713 | 0.250 | +4.44% | +8.89% |
| Unchanged (roll-down) | 2.794 | 80.829 | 0.250 | +2.08% | +4.16% |
| +25bp | 3.044 | 78.992 | 0.250 | -0.23% | -0.46% |
| +50bp | 3.294 | 77.199 | 0.250 | -2.48% | -4.96% |
| 12m 2027-08-23 | -50bp | 2.224 | 85.882 | 0.500 | +8.74% | +8.74% |
| -25bp | 2.474 | 84.019 | 0.500 | +6.40% | +6.40% |
| Unchanged (roll-down) | 2.724 | 82.200 | 0.500 | +4.11% | +4.11% |
| +25bp | 2.974 | 80.424 | 0.500 | +1.88% | +1.88% |
| +50bp | 3.224 | 78.688 | 0.500 | -0.30% | -0.30% |