bonds / 20Y / JGB (20-Year) No. 117
Bond Information
| Name | JGB (20-Year) No. 117 |
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| ISIN | — |
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| Issue # | 117 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2010-04-27 |
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| Maturity | 2030-03-20 （Remaining 3.4y） |
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| Outstanding | ¥3.8T （2026-03-31・MOF） |
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| Total issued | ¥3.8T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥500M （2026-09-30） |
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| SLF usage | last 30d ¥10B／ total ¥110.8B（last 2026-10-20・BOJ） |
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| BOJ Holding | ¥2.2T（58.0%）（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 | 2.1006 % |
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| Accrued Interest | 0.218630 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.25 |
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| Macaulay Duration | 3.29 |
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| DV01 | — |
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| Convexity | 12.4 |
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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 |
| …（2 omitted）… |
| 2029-09-20 | coupon | 1.050 |
| 2030-03-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 3.4y) | 2.035 % → ref. price 100.215 |
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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 | 1.499 | 101.840 | 0.529 | +2.15% | +8.58% |
| -25bp | 1.749 | 101.071 | 0.529 | +1.38% | +5.52% |
| Unchanged (roll-down) | 1.999 | 100.308 | 0.529 | +0.62% | +2.48% |
| +25bp | 2.249 | 99.552 | 0.529 | -0.13% | -0.53% |
| +50bp | 2.499 | 98.803 | 0.529 | -0.88% | -3.52% |
| 6m 2027-04-28 | -50bp | 1.468 | 101.780 | 1.056 | +2.61% | +5.22% |
| -25bp | 1.718 | 101.069 | 1.056 | +1.90% | +3.80% |
| Unchanged (roll-down) | 1.968 | 100.364 | 1.056 | +1.20% | +2.40% |
| +25bp | 2.218 | 99.665 | 1.056 | +0.50% | +1.01% |
| +50bp | 2.468 | 98.972 | 1.056 | -0.19% | -0.37% |
| 12m 2027-10-28 | -50bp | 1.414 | 101.612 | 2.100 | +3.48% | +3.48% |
| -25bp | 1.664 | 101.022 | 2.100 | +2.89% | +2.89% |
| Unchanged (roll-down) | 1.914 | 100.435 | 2.100 | +2.31% | +2.31% |
| +25bp | 2.164 | 99.853 | 2.100 | +1.73% | +1.73% |
| +50bp | 2.414 | 99.276 | 2.100 | +1.16% | +1.16% |