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 0.5y) |
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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 (2026-06-30) |
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| SLF usage | last 30d —/ total ¥21B(last 2026-01-30・BOJ) |
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| BOJ Holding | ¥833.7B(54.4%)(as of 2026-08-31・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 | 1.9996 % |
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| Accrued Interest | 0.969863 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.51 |
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| Macaulay Duration | 0.51 |
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| DV01 | — |
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| Convexity | 0.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 1.000 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.5y) | 1.550 % → ref. price 100.230 |
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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 2026-12-13 | -50bp | 1.050 | 100.259 | -0.510 | -0.47% | -1.90% |
| -25bp | 1.300 | 100.193 | -0.510 | -0.54% | -2.16% |
| Unchanged (roll-down) | 1.550 | 100.126 | -0.510 | -0.61% | -2.42% |
| +25bp | 1.800 | 100.060 | -0.510 | -0.67% | -2.69% |
| +50bp | 2.050 | 99.994 | -0.510 | -0.74% | -2.95% |