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bonds / 20Y / JGB (20-Year) No. 93

Bond Information

NameJGB (20-Year) No. 93
ISIN
Issue #93
Coupon (%)2% semi-annual
Issue Date2007-03-26
Maturity2027-03-20 (Remaining 0.5y)
Outstanding¥1.5T (2026-03-31・MOF)
Total issued¥1.6T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
STRIPS principal¥900M (2026-06-30)
SLF usagelast 30d / total ¥21B(last 2026-01-30・BOJ)
BOJ Holding¥833.7B(54.4%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield2.000 %
Compound Yield1.9996 %
Accrued Interest0.969863 (177 days) per 100
Settlement Amount
Modified Duration0.51
Macaulay Duration0.51
DV01
Convexity0.5

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon1.000
2027-03-20coupon + redemption101.000

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2007-03-15new2.91192.050

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 0.5y)1.550 % → ref. price 100.230
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp1.050100.259-0.510-0.47%-1.90%
-25bp1.300100.193-0.510-0.54%-2.16%
Unchanged (roll-down)1.550100.126-0.510-0.61%-2.42%
+25bp1.800100.060-0.510-0.67%-2.69%
+50bp2.05099.994-0.510-0.74%-2.95%