bonds / 20Y / JGB (20-Year) No. 93
Bond Information
| Name | JGB (20-Year) No. 93 |
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| ISIN | — |
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| Issue # | 93 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2007-03-26 |
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| Maturity | 2027-03-20 （Remaining 0.4y） |
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| Outstanding | ¥1.5T （2026-03-31・MOF） |
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| Total issued | ¥1.6T （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 | ¥900M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥21B（last 2026-01-30・BOJ） |
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| BOJ Holding | ¥834.6B（54.5%）（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 | 2.000 % |
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| Compound Yield | 2.0190 % |
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| Accrued Interest | 0.208219 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.39 |
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| Macaulay Duration | 0.39 |
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| DV01 | — |
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| Convexity | 0.3 |
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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 + redemption | 101.000 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2007-03-15 | new | 2.91 | 19 | 2.050 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.4y) | 1.642 % → ref. price 100.147 |
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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 | 1.142 | 100.127 | 0.504 | +0.48% | +1.93% |
| -25bp | 1.392 | 100.092 | 0.504 | +0.45% | +1.79% |
| Unchanged (roll-down) | 1.642 | 100.057 | 0.504 | +0.41% | +1.65% |
| +25bp | 1.892 | 100.022 | 0.504 | +0.38% | +1.51% |
| +50bp | 2.142 | 99.987 | 0.504 | +0.34% | +1.37% |