bonds / 20Y / JGB (20-Year) No. 112
Bond Information
| Name | JGB (20-Year) No. 112 |
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| ISIN | — |
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| Issue # | 112 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2009-07-27 |
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| Maturity | 2029-06-20 （Remaining 2.6y） |
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| Outstanding | ¥2.4T （2026-03-31・MOF） |
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| Total issued | ¥2.6T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥31.1B（last 2026-06-18・BOJ） |
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| BOJ Holding | ¥1.2T（50.4%）（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 | 2.0973 % |
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| Accrued Interest | 0.747945 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.54 |
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| Macaulay Duration | 2.57 |
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| DV01 | — |
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| Convexity | 7.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 1.050 |
| 2027-06-20 | coupon | 1.050 |
| 2027-12-20 | coupon | 1.050 |
| …（1 omitted）… |
| 2028-12-20 | coupon | 1.050 |
| 2029-06-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.6y) | 1.941 % → ref. price 100.402 |
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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 | 1.414 | 101.606 | -0.524 | +0.67% | +2.69% |
| -25bp | 1.664 | 101.016 | -0.524 | +0.09% | +0.36% |
| Unchanged (roll-down) | 1.914 | 100.430 | -0.524 | -0.49% | -1.96% |
| +25bp | 2.164 | 99.848 | -0.524 | -1.07% | -4.26% |
| +50bp | 2.414 | 99.270 | -0.524 | -1.64% | -6.55% |
| 6m 2027-04-28 | -50bp | 1.388 | 101.499 | 1.044 | +2.12% | +4.23% |
| -25bp | 1.638 | 100.968 | 1.044 | +1.59% | +3.19% |
| Unchanged (roll-down) | 1.888 | 100.441 | 1.044 | +1.07% | +2.14% |
| +25bp | 2.138 | 99.917 | 1.044 | +0.55% | +1.11% |
| +50bp | 2.388 | 99.397 | 1.044 | +0.04% | +0.08% |
| 12m 2027-10-28 | -50bp | 1.291 | 101.308 | 2.100 | +2.97% | +2.97% |
| -25bp | 1.541 | 100.900 | 2.100 | +2.57% | +2.57% |
| Unchanged (roll-down) | 1.791 | 100.493 | 2.100 | +2.17% | +2.17% |
| +25bp | 2.041 | 100.089 | 2.100 | +1.77% | +1.77% |
| +50bp | 2.291 | 99.687 | 2.100 | +1.37% | +1.37% |