bonds / 20Y / JGB (20-Year) No. 94
Bond Information
| Name | JGB (20-Year) No. 94 |
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| ISIN | — |
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| Issue # | 94 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2007-04-27 |
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| Maturity | 2027-03-20 （Remaining 0.4y） |
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| Outstanding | ¥1.7T （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 4条特例出納特例借換前倒財投 |
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| STRIPS principal | ¥1.3B （2026-09-30） |
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| SLF usage | last 30d —／ total ¥110.5B（last 2026-07-22・BOJ） |
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| BOJ Holding | ¥1.1T（61.6%）（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 | 2.1198 % |
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| Accrued Interest | 0.218630 (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 | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.4y) | 1.642 % → ref. price 100.186 |
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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 | 100.141 | 0.529 | +0.48% | +1.93% |
| -25bp | 1.392 | 100.106 | 0.529 | +0.45% | +1.79% |
| Unchanged (roll-down) | 1.642 | 100.071 | 0.529 | +0.41% | +1.65% |
| +25bp | 1.892 | 100.037 | 0.529 | +0.38% | +1.51% |
| +50bp | 2.142 | 100.002 | 0.529 | +0.34% | +1.37% |