bonds / 20Y / JGB (20-Year) No. 159
Bond Information
| Name | JGB (20-Year) No. 159 |
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| ISIN | — |
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| Issue # | 159 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2016-12-20 |
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| Maturity | 2036-12-20 （Remaining 10.3y） |
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| Outstanding | ¥3.9T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （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 —／ total ¥4.5B（last 2025-12-03・BOJ） |
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| BOJ Holding | ¥1.9T（47.7%）（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 | 0.600 % |
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| Compound Yield | 0.5994 % |
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| Accrued Interest | 0.105205 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.00 |
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| Macaulay Duration | 10.03 |
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| DV01 | — |
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| Convexity | 106.9 |
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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 | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …（16 omitted）… |
| 2036-06-20 | coupon | 0.300 |
| 2036-12-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 10.3y) | 2.890 % → ref. price 79.659 |
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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 | 2.362 | 84.266 | 0.151 | +5.97% | +23.86% |
| -25bp | 2.612 | 82.259 | 0.151 | +3.45% | +13.79% |
| Unchanged (roll-down) | 2.862 | 80.303 | 0.151 | +1.00% | +3.99% |
| +25bp | 3.112 | 78.397 | 0.151 | -1.39% | -5.57% |
| +50bp | 3.362 | 76.539 | 0.151 | -3.72% | -14.89% |
| 6m 2027-02-23 | -50bp | 2.329 | 84.880 | 0.302 | +6.92% | +13.85% |
| -25bp | 2.579 | 82.906 | 0.302 | +4.45% | +8.90% |
| Unchanged (roll-down) | 2.829 | 80.981 | 0.302 | +2.04% | +4.07% |
| +25bp | 3.079 | 79.104 | 0.302 | -0.32% | -0.64% |
| +50bp | 3.329 | 77.274 | 0.302 | -2.61% | -5.23% |
| 12m 2027-08-23 | -50bp | 2.259 | 86.100 | 0.600 | +8.83% | +8.83% |
| -25bp | 2.509 | 84.193 | 0.600 | +6.44% | +6.44% |
| Unchanged (roll-down) | 2.759 | 82.332 | 0.600 | +4.10% | +4.10% |
| +25bp | 3.009 | 80.514 | 0.600 | +1.82% | +1.82% |
| +50bp | 3.259 | 78.740 | 0.600 | -0.40% | -0.40% |