bonds / 20Y / JGB (20-Year) No. 119
Bond Information
| Name | JGB (20-Year) No. 119 |
|---|
| ISIN | — |
|---|
| Issue # | 119 |
|---|
| Coupon (%) | 1.8% semi-annual |
|---|
| Issue Date | 2010-07-27 |
|---|
| Maturity | 2030-06-20 （Remaining 3.8y） |
|---|
| Outstanding | ¥1.5T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.4T （annual report, FY-end） |
|---|
| Statutory basis | 特例借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥56.9B（last 2026-06-10・BOJ） |
|---|
| BOJ Holding | ¥884.5B（57.1%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.800 % |
|---|
| Compound Yield | 1.7984 % |
|---|
| Accrued Interest | 0.419178 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 3.61 |
|---|
| Macaulay Duration | 3.65 |
|---|
| DV01 | — |
|---|
| Convexity | 15.1 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.900 |
| 2027-06-20 | coupon | 0.900 |
| 2027-12-20 | coupon | 0.900 |
| …（3 omitted）… |
| 2029-12-20 | coupon | 0.900 |
| 2030-06-20 | coupon + redemption | 100.900 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2010-07-22 | new | 4.46 | 5 | 1.813 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 3.8y) | 2.084 % → ref. price 98.968 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.542 | 100.876 | 0.449 | +2.37% | +9.48% |
| -25bp | 1.792 | 100.022 | 0.449 | +1.51% | +6.05% |
| Unchanged (roll-down) | 2.042 | 99.177 | 0.449 | +0.66% | +2.65% |
| +25bp | 2.292 | 98.340 | 0.449 | -0.18% | -0.72% |
| +50bp | 2.542 | 97.511 | 0.449 | -1.01% | -4.06% |
| 6m 2027-03-13 | -50bp | 1.500 | 100.951 | 0.890 | +2.89% | +5.78% |
| -25bp | 1.750 | 100.155 | 0.890 | +2.09% | +4.18% |
| Unchanged (roll-down) | 2.000 | 99.365 | 0.890 | +1.30% | +2.59% |
| +25bp | 2.250 | 98.583 | 0.890 | +0.51% | +1.02% |
| +50bp | 2.500 | 97.808 | 0.890 | -0.27% | -0.54% |
| 12m 2027-09-13 | -50bp | 1.423 | 101.014 | 1.800 | +3.87% | +3.87% |
| -25bp | 1.673 | 100.335 | 1.800 | +3.19% | +3.19% |
| Unchanged (roll-down) | 1.923 | 99.663 | 1.800 | +2.51% | +2.51% |
| +25bp | 2.173 | 98.995 | 1.800 | +1.84% | +1.84% |
| +50bp | 2.423 | 98.333 | 1.800 | +1.17% | +1.17% |