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 3.5y） |
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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 （2026-06-30） |
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| SLF usage | last 30d —／ total ¥100.7B（last 2026-07-17・BOJ） |
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| BOJ Holding | ¥2.2T（58.0%）（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 | 2.0982 % |
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| Accrued Interest | 1.018356 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.34 |
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| Macaulay Duration | 3.38 |
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| DV01 | — |
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| Convexity | 13.1 |
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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 |
| …（3 omitted）… |
| 2029-09-20 | coupon | 1.050 |
| 2030-03-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 3.5y) | 2.042 % → ref. price 100.191 |
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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 | 1.499 | 101.911 | -0.535 | +1.17% | +4.68% |
| -25bp | 1.749 | 101.111 | -0.535 | +0.38% | +1.52% |
| Unchanged (roll-down) | 1.999 | 100.319 | -0.535 | -0.40% | -1.61% |
| +25bp | 2.249 | 99.534 | -0.535 | -1.18% | -4.71% |
| +50bp | 2.499 | 98.756 | -0.535 | -1.95% | -7.79% |
| 6m 2027-03-13 | -50bp | 1.457 | 101.896 | 1.033 | +2.70% | +5.41% |
| -25bp | 1.707 | 101.154 | 1.033 | +1.97% | +3.94% |
| Unchanged (roll-down) | 1.957 | 100.419 | 1.033 | +1.25% | +2.49% |
| +25bp | 2.207 | 99.690 | 1.033 | +0.53% | +1.05% |
| +50bp | 2.457 | 98.968 | 1.033 | -0.19% | -0.38% |
| 12m 2027-09-13 | -50bp | 1.390 | 101.744 | 2.100 | +3.61% | +3.61% |
| -25bp | 1.640 | 101.123 | 2.100 | +3.00% | +3.00% |
| Unchanged (roll-down) | 1.890 | 100.507 | 2.100 | +2.39% | +2.39% |
| +25bp | 2.140 | 99.895 | 2.100 | +1.78% | +1.78% |
| +50bp | 2.390 | 99.288 | 2.100 | +1.18% | +1.18% |