bonds / 20Y / JGB (20-Year) No. 110
Bond Information
| Name | JGB (20-Year) No. 110 |
|---|
| ISIN | — |
|---|
| Issue # | 110 |
|---|
| Coupon (%) | 2.1% semi-annual |
|---|
| Issue Date | 2009-04-24 |
|---|
| Maturity | 2029-03-20 （Remaining 2.5y） |
|---|
| Outstanding | ¥2.1T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.1T （annual report, FY-end） |
|---|
| Statutory basis | 4条出納特例借換前倒財投 |
|---|
| STRIPS principal | ¥400M （2026-06-30） |
|---|
| SLF usage | last 30d —／ total ¥8B（last 2026-03-18・BOJ） |
|---|
| BOJ Holding | ¥814.3B（39.0%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.100 % |
|---|
| Compound Yield | 2.0975 % |
|---|
| Accrued Interest | 1.018356 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 2.42 |
|---|
| Macaulay Duration | 2.44 |
|---|
| DV01 | — |
|---|
| Convexity | 7.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 1.050 |
| 2027-03-20 | coupon | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| …（1 omitted）… |
| 2028-09-20 | coupon | 1.050 |
| 2029-03-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 2.5y) | 1.891 % → ref. price 100.506 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.358 | 101.654 | -0.535 | +0.60% | +2.41% |
| -25bp | 1.608 | 101.094 | -0.535 | +0.05% | +0.20% |
| Unchanged (roll-down) | 1.858 | 100.537 | -0.535 | -0.50% | -1.99% |
| +25bp | 2.108 | 99.984 | -0.535 | -1.04% | -4.17% |
| +50bp | 2.358 | 99.435 | -0.535 | -1.58% | -6.33% |
| 6m 2027-03-13 | -50bp | 1.326 | 101.543 | 1.033 | +2.04% | +4.08% |
| -25bp | 1.576 | 101.042 | 1.033 | +1.54% | +3.09% |
| Unchanged (roll-down) | 1.826 | 100.545 | 1.033 | +1.05% | +2.11% |
| +25bp | 2.076 | 100.051 | 1.033 | +0.57% | +1.14% |
| +50bp | 2.326 | 99.559 | 1.033 | +0.08% | +0.17% |
| 12m 2027-09-13 | -50bp | 1.191 | 101.357 | 2.100 | +2.91% | +2.91% |
| -25bp | 1.441 | 100.980 | 2.100 | +2.53% | +2.53% |
| Unchanged (roll-down) | 1.691 | 100.604 | 2.100 | +2.16% | +2.16% |
| +25bp | 1.941 | 100.230 | 2.100 | +1.80% | +1.80% |
| +50bp | 2.191 | 99.859 | 2.100 | +1.43% | +1.43% |