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 1.5y） |
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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 2026-08-31・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 | 2.400 % |
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| Compound Yield | 2.3954 % |
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| Accrued Interest | 1.163836 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.46 |
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| Macaulay Duration | 1.48 |
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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 | 1.200 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.5y) | 1.691 % → ref. price 101.051 |
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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 | 101.606 | -0.612 | -0.06% | -0.22% |
| -25bp | 1.373 | 101.289 | -0.612 | -0.37% | -1.46% |
| Unchanged (roll-down) | 1.623 | 100.974 | -0.612 | -0.67% | -2.70% |
| +25bp | 1.873 | 100.659 | -0.612 | -0.98% | -3.93% |
| +50bp | 2.123 | 100.347 | -0.612 | -1.29% | -5.15% |
| 6m 2027-03-13 | -50bp | 1.056 | 101.366 | 1.180 | +1.46% | +2.93% |
| -25bp | 1.306 | 101.110 | 1.180 | +1.21% | +2.43% |
| Unchanged (roll-down) | 1.556 | 100.856 | 1.180 | +0.96% | +1.93% |
| +25bp | 1.806 | 100.602 | 1.180 | +0.72% | +1.43% |
| +50bp | 2.056 | 100.349 | 1.180 | +0.47% | +0.94% |
| 12m 2027-09-13 | -50bp | 1.050 | 100.689 | 2.400 | +1.99% | +1.99% |
| -25bp | 1.300 | 100.559 | 2.400 | +1.87% | +1.87% |
| Unchanged (roll-down) | 1.550 | 100.430 | 2.400 | +1.74% | +1.74% |
| +25bp | 1.800 | 100.301 | 2.400 | +1.61% | +1.61% |
| +50bp | 2.050 | 100.173 | 2.400 | +1.49% | +1.49% |