bonds / 20Y / JGB (20-Year) No. 101
Bond Information
| Name | JGB (20-Year) No. 101 |
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| ISIN | — |
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| Issue # | 101 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2008-05-30 |
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| Maturity | 2028-03-20 （Remaining 1.4y） |
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| Outstanding | ¥1T （2026-03-31・MOF） |
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| Total issued | ¥1.2T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥400M（last 2026-07-22・BOJ） |
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| BOJ Holding | ¥496.9B（48.8%）（as of 2026-10-20・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 | 2.400 % |
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| Compound Yield | 2.4016 % |
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| Accrued Interest | 0.249863 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.36 |
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| Macaulay Duration | 1.38 |
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| DV01 | — |
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| Convexity | 2.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| 2028-03-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2008-05-27 | new | 4.29 | 24 | 2.305 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.4y) | 1.733 % → ref. price 100.918 |
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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 2027-01-28 | -50bp | 1.175 | 101.389 | 0.605 | +1.06% | +4.25% |
| -25bp | 1.425 | 101.104 | 0.605 | +0.78% | +3.13% |
| Unchanged (roll-down) | 1.675 | 100.820 | 0.605 | +0.50% | +2.00% |
| +25bp | 1.925 | 100.537 | 0.605 | +0.22% | +0.88% |
| +50bp | 2.175 | 100.255 | 0.605 | -0.06% | -0.23% |
| 6m 2027-04-28 | -50bp | 1.142 | 101.111 | 1.207 | +1.38% | +2.77% |
| -25bp | 1.392 | 100.887 | 1.207 | +1.16% | +2.32% |
| Unchanged (roll-down) | 1.642 | 100.664 | 1.207 | +0.94% | +1.88% |
| +25bp | 1.892 | 100.442 | 1.207 | +0.72% | +1.44% |
| +50bp | 2.142 | 100.220 | 1.207 | +0.50% | +1.01% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.497 | 2.400 | +1.96% | +1.96% |
| -25bp | 1.392 | 100.398 | 2.400 | +1.86% | +1.86% |
| Unchanged (roll-down) | 1.642 | 100.299 | 2.400 | +1.76% | +1.76% |
| +25bp | 1.892 | 100.201 | 2.400 | +1.66% | +1.66% |
| +50bp | 2.142 | 100.103 | 2.400 | +1.57% | +1.57% |