bonds / 20Y / JGB (20-Year) No. 113
Bond Information
| Name | JGB (20-Year) No. 113 |
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| ISIN | — |
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| Issue # | 113 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2009-09-24 |
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| Maturity | 2029-09-20 （Remaining 2.9y） |
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| Outstanding | ¥4.1T （2026-03-31・MOF） |
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| Total issued | ¥4.5T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥300M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥40B（last 2026-07-01・BOJ） |
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| BOJ Holding | ¥3.2T（79.2%）（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 | 2.0978 % |
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| Accrued Interest | 0.218630 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.79 |
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| Macaulay Duration | 2.82 |
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| DV01 | — |
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| Convexity | 9.3 |
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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 |
| …（1 omitted）… |
| 2029-03-20 | coupon | 1.050 |
| 2029-09-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.9y) | 1.968 % → ref. price 100.364 |
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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 | 1.441 | 101.699 | 0.529 | +1.85% | +7.41% |
| -25bp | 1.691 | 101.048 | 0.529 | +1.21% | +4.82% |
| Unchanged (roll-down) | 1.941 | 100.402 | 0.529 | +0.56% | +2.26% |
| +25bp | 2.191 | 99.761 | 0.529 | -0.07% | -0.29% |
| +50bp | 2.441 | 99.125 | 0.529 | -0.71% | -2.82% |
| 6m 2027-04-28 | -50bp | 1.415 | 101.597 | 1.056 | +2.28% | +4.55% |
| -25bp | 1.665 | 101.005 | 1.056 | +1.69% | +3.37% |
| Unchanged (roll-down) | 1.915 | 100.418 | 1.056 | +1.10% | +2.21% |
| +25bp | 2.165 | 99.835 | 1.056 | +0.52% | +1.05% |
| +50bp | 2.415 | 99.256 | 1.056 | -0.05% | -0.10% |
| 12m 2027-10-28 | -50bp | 1.348 | 101.398 | 2.100 | +3.12% | +3.12% |
| -25bp | 1.598 | 100.928 | 2.100 | +2.65% | +2.65% |
| Unchanged (roll-down) | 1.848 | 100.461 | 2.100 | +2.18% | +2.18% |
| +25bp | 2.098 | 99.996 | 2.100 | +1.72% | +1.72% |
| +50bp | 2.348 | 99.535 | 2.100 | +1.26% | +1.26% |