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 0.5y） |
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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 （2026-06-30） |
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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 2026-08-31・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 | 2.100 % |
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| Compound Yield | 2.0995 % |
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| Accrued Interest | 1.018356 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.50 |
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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 | 1.050 |
| 2027-03-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.5y) | 1.550 % → ref. price 100.281 |
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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 | 100.286 | -0.535 | -0.52% | -2.09% |
| -25bp | 1.300 | 100.219 | -0.535 | -0.59% | -2.36% |
| Unchanged (roll-down) | 1.550 | 100.153 | -0.535 | -0.65% | -2.62% |
| +25bp | 1.800 | 100.087 | -0.535 | -0.72% | -2.88% |
| +50bp | 2.050 | 100.020 | -0.535 | -0.79% | -3.14% |