bonds / 20Y / JGB (20-Year) No. 110
Bond Information
| Name | JGB (20-Year) No. 110 |
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| ISIN | — |
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| Issue # | 110 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2009-04-24 |
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| Maturity | 2029-03-20 （Remaining 2.4y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| Total issued | ¥2.1T （annual report, FY-end） |
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| Statutory basis | 4条出納特例借換前倒財投 |
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| STRIPS principal | ¥400M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥8B（last 2026-03-18・BOJ） |
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| BOJ Holding | ¥814.3B（39.0%）（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 | 2.1008 % |
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| Accrued Interest | 0.218630 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.32 |
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| Macaulay Duration | 2.34 |
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| DV01 | — |
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| Convexity | 6.6 |
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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 | 1.050 |
| 2029-03-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.4y) | 1.914 % → ref. price 100.435 |
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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 | 1.387 | 101.502 | 0.529 | +1.59% | +6.34% |
| -25bp | 1.637 | 100.973 | 0.529 | +1.06% | +4.24% |
| Unchanged (roll-down) | 1.887 | 100.447 | 0.529 | +0.54% | +2.15% |
| +25bp | 2.137 | 99.924 | 0.529 | +0.02% | +0.07% |
| +50bp | 2.387 | 99.405 | 0.529 | -0.50% | -1.99% |
| 6m 2027-04-28 | -50bp | 1.348 | 101.397 | 1.056 | +2.00% | +4.01% |
| -25bp | 1.598 | 100.927 | 1.056 | +1.54% | +3.08% |
| Unchanged (roll-down) | 1.848 | 100.461 | 1.056 | +1.07% | +2.15% |
| +25bp | 2.098 | 99.997 | 1.056 | +0.61% | +1.23% |
| +50bp | 2.348 | 99.536 | 1.056 | +0.16% | +0.31% |
| 12m 2027-10-28 | -50bp | 1.233 | 101.198 | 2.100 | +2.84% | +2.84% |
| -25bp | 1.483 | 100.851 | 2.100 | +2.50% | +2.50% |
| Unchanged (roll-down) | 1.733 | 100.506 | 2.100 | +2.16% | +2.16% |
| +25bp | 1.983 | 100.163 | 2.100 | +1.82% | +1.82% |
| +50bp | 2.233 | 99.821 | 2.100 | +1.48% | +1.48% |