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 3y） |
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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 （2026-06-30） |
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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 2026-08-31・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 | 2.0951 % |
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| Accrued Interest | 1.018356 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.88 |
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| Macaulay Duration | 2.91 |
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| DV01 | — |
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| Convexity | 10.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 1.050 |
| 2027-03-20 | coupon | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| …（2 omitted）… |
| 2029-03-20 | coupon | 1.050 |
| 2029-09-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 3.0y) | 1.957 % → 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 2026-12-13 | -50bp | 1.424 | 101.825 | -0.535 | +0.88% | +3.50% |
| -25bp | 1.674 | 101.143 | -0.535 | +0.20% | +0.81% |
| Unchanged (roll-down) | 1.924 | 100.467 | -0.535 | -0.46% | -1.86% |
| +25bp | 2.174 | 99.796 | -0.535 | -1.13% | -4.50% |
| +50bp | 2.424 | 99.130 | -0.535 | -1.78% | -7.13% |
| 6m 2027-03-13 | -50bp | 1.392 | 101.747 | 1.033 | +2.34% | +4.69% |
| -25bp | 1.642 | 101.124 | 1.033 | +1.73% | +3.46% |
| Unchanged (roll-down) | 1.892 | 100.506 | 1.033 | +1.12% | +2.24% |
| +25bp | 2.142 | 99.893 | 1.033 | +0.52% | +1.03% |
| +50bp | 2.392 | 99.284 | 1.033 | -0.08% | -0.17% |
| 12m 2027-09-13 | -50bp | 1.326 | 101.526 | 2.100 | +3.18% | +3.18% |
| -25bp | 1.576 | 101.025 | 2.100 | +2.68% | +2.68% |
| Unchanged (roll-down) | 1.826 | 100.528 | 2.100 | +2.19% | +2.19% |
| +25bp | 2.076 | 100.034 | 2.100 | +1.71% | +1.71% |
| +50bp | 2.326 | 99.543 | 2.100 | +1.22% | +1.22% |