bonds / 20Y / JGB (20-Year) No. 119
Bond Information
| Name | JGB (20-Year) No. 119 |
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| ISIN | — |
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| Issue # | 119 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2010-07-27 |
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| Maturity | 2030-06-20 （Remaining 3.6y） |
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| Outstanding | ¥1.5T （2026-03-31・MOF） |
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| Total issued | ¥1.4T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥56.9B（last 2026-06-10・BOJ） |
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| BOJ Holding | ¥884.5B（57.1%）（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 | 1.800 % |
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| Compound Yield | 1.7984 % |
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| Accrued Interest | 0.641096 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.49 |
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| Macaulay Duration | 3.52 |
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| DV01 | — |
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| Convexity | 14.2 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 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 (%) |
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| 2010-07-22 | new | 4.46 | 5 | 1.813 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 3.6y) | 2.070 % → ref. price 99.049 |
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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 | 1.535 | 100.871 | -0.449 | +1.38% | +5.51% |
| -25bp | 1.785 | 100.047 | -0.449 | +0.55% | +2.20% |
| Unchanged (roll-down) | 2.035 | 99.231 | -0.449 | -0.27% | -1.07% |
| +25bp | 2.285 | 98.422 | -0.449 | -1.08% | -4.31% |
| +50bp | 2.535 | 97.621 | -0.449 | -1.88% | -7.53% |
| 6m 2027-04-28 | -50bp | 1.500 | 100.917 | 0.895 | +2.77% | +5.54% |
| -25bp | 1.750 | 100.150 | 0.895 | +2.00% | +4.01% |
| Unchanged (roll-down) | 2.000 | 99.390 | 0.895 | +1.24% | +2.48% |
| +25bp | 2.250 | 98.637 | 0.895 | +0.48% | +0.97% |
| +50bp | 2.500 | 97.891 | 0.895 | -0.26% | -0.53% |
| 12m 2027-10-28 | -50bp | 1.441 | 100.924 | 1.800 | +3.69% | +3.69% |
| -25bp | 1.691 | 100.276 | 1.800 | +3.04% | +3.04% |
| Unchanged (roll-down) | 1.941 | 99.633 | 1.800 | +2.39% | +2.39% |
| +25bp | 2.191 | 98.994 | 1.800 | +1.75% | +1.75% |
| +50bp | 2.441 | 98.361 | 1.800 | +1.12% | +1.12% |