bonds / 20Y / JGB (20-Year) No. 105
Bond Information
| Name | JGB (20-Year) No. 105 |
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| ISIN | — |
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| Issue # | 105 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2008-09-24 |
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| Maturity | 2028-09-20 （Remaining 1.9y） |
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| Outstanding | ¥1.7T （2026-03-31・MOF） |
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| Total issued | ¥2T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥200M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥11.8B（last 2026-03-19・BOJ） |
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| BOJ Holding | ¥1T（60.8%）（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 | 2.100 % |
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| Compound Yield | 2.0966 % |
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| Accrued Interest | 0.218630 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.85 |
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| Macaulay Duration | 1.87 |
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| DV01 | — |
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| Convexity | 4.4 |
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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 | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| 2028-03-20 | coupon | 1.050 |
| 2028-09-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.9y) | 1.848 % → ref. price 100.461 |
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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 | 1.290 | 101.309 | 0.529 | +1.37% | +5.47% |
| -25bp | 1.540 | 100.900 | 0.529 | +0.96% | +3.85% |
| Unchanged (roll-down) | 1.790 | 100.494 | 0.529 | +0.56% | +2.23% |
| +25bp | 2.040 | 100.089 | 0.529 | +0.16% | +0.63% |
| +50bp | 2.290 | 99.687 | 0.529 | -0.24% | -0.97% |
| 6m 2027-04-28 | -50bp | 1.234 | 101.184 | 1.056 | +1.77% | +3.53% |
| -25bp | 1.484 | 100.836 | 1.056 | +1.42% | +2.84% |
| Unchanged (roll-down) | 1.734 | 100.490 | 1.056 | +1.08% | +2.15% |
| +25bp | 1.984 | 100.145 | 1.056 | +0.73% | +1.47% |
| +50bp | 2.234 | 99.802 | 1.056 | +0.39% | +0.79% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.848 | 2.100 | +2.47% | +2.47% |
| -25bp | 1.392 | 100.624 | 2.100 | +2.25% | +2.25% |
| Unchanged (roll-down) | 1.642 | 100.401 | 2.100 | +2.03% | +2.03% |
| +25bp | 1.892 | 100.178 | 2.100 | +1.80% | +1.80% |
| +50bp | 2.142 | 99.957 | 2.100 | +1.58% | +1.58% |