bonds / 20Y / JGB (20-Year) No. 100
Bond Information
| Name | JGB (20-Year) No. 100 |
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| ISIN | — |
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| Issue # | 100 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2008-03-25 |
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| Maturity | 2028-03-20 （Remaining 1.5y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| Total issued | ¥2.2T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥900M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥10.2B（last 2026-03-02・BOJ） |
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| BOJ Holding | ¥641B（30.1%）（as of 2026-08-31・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 | 2.200 % |
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| Compound Yield | 2.1958 % |
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| Accrued Interest | 1.066849 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.47 |
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| Macaulay Duration | 1.49 |
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| DV01 | — |
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| Convexity | 2.9 |
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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 | 1.100 |
| 2027-03-20 | coupon | 1.100 |
| 2027-09-20 | coupon | 1.100 |
| 2028-03-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.5y) | 1.691 % → ref. price 100.753 |
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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 2026-12-13 | -50bp | 1.123 | 101.355 | -0.561 | +0.04% | +0.16% |
| -25bp | 1.373 | 101.039 | -0.561 | -0.27% | -1.08% |
| Unchanged (roll-down) | 1.623 | 100.723 | -0.561 | -0.58% | -2.32% |
| +25bp | 1.873 | 100.410 | -0.561 | -0.89% | -3.55% |
| +50bp | 2.123 | 100.097 | -0.561 | -1.19% | -4.78% |
| 6m 2027-03-13 | -50bp | 1.056 | 101.163 | 1.082 | +1.46% | +2.93% |
| -25bp | 1.306 | 100.908 | 1.082 | +1.21% | +2.43% |
| Unchanged (roll-down) | 1.556 | 100.654 | 1.082 | +0.96% | +1.93% |
| +25bp | 1.806 | 100.400 | 1.082 | +0.72% | +1.43% |
| +50bp | 2.056 | 100.148 | 1.082 | +0.47% | +0.94% |
| 12m 2027-09-13 | -50bp | 1.050 | 100.586 | 2.200 | +2.00% | +2.00% |
| -25bp | 1.300 | 100.457 | 2.200 | +1.87% | +1.87% |
| Unchanged (roll-down) | 1.550 | 100.328 | 2.200 | +1.74% | +1.74% |
| +25bp | 1.800 | 100.199 | 2.200 | +1.62% | +1.62% |
| +50bp | 2.050 | 100.071 | 2.200 | +1.49% | +1.49% |