bonds / 20Y / JGB (20-Year) No. 92
Bond Information
| Name | JGB (20-Year) No. 92 |
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| ISIN | — |
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| Issue # | 92 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2006-12-25 |
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| Maturity | 2026-12-20 （Remaining 0.2y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| Total issued | ¥3.3T （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 | ¥200M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥31.6B（last 2026-01-13・BOJ） |
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| BOJ Holding | ¥1.8T（73.7%）（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 | 2.0723 % |
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| Accrued Interest | 0.747945 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.14 |
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| Macaulay Duration | 0.15 |
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| DV01 | — |
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| Convexity | 0.1 |
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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 + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.1y) | 1.642 % → ref. price 100.062 |
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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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