bonds / 20Y / JGB (20-Year) No. 95
Bond Information
| Name | JGB (20-Year) No. 95 |
|---|
| ISIN | — |
|---|
| Issue # | 95 |
|---|
| Coupon (%) | 2.3% semi-annual |
|---|
| Issue Date | 2007-06-29 |
|---|
| Maturity | 2027-06-20 （Remaining 0.6y） |
|---|
| Outstanding | ¥2.4T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.5T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| STRIPS principal | ¥400M （2026-09-30） |
|---|
| SLF usage | last 30d —／ total ¥136.8B（last 2026-06-12・BOJ） |
|---|
| BOJ Holding | ¥1.6T（66.0%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.300 % |
|---|
| Compound Yield | 2.2978 % |
|---|
| Accrued Interest | 0.819178 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 0.63 |
|---|
| Macaulay Duration | 0.64 |
|---|
| DV01 | — |
|---|
| Convexity | 0.7 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 1.150 |
| 2027-06-20 | coupon + redemption | 101.150 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.6y) | 1.642 % → ref. price 100.419 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 1.142 | 100.454 | -0.573 | -0.53% | -2.13% |
| -25bp | 1.392 | 100.356 | -0.573 | -0.63% | -2.51% |
| Unchanged (roll-down) | 1.642 | 100.258 | -0.573 | -0.72% | -2.90% |
| +25bp | 1.892 | 100.161 | -0.573 | -0.82% | -3.28% |
| +50bp | 2.142 | 100.063 | -0.573 | -0.92% | -3.67% |
| 6m 2027-04-28 | -50bp | 1.142 | 100.170 | 1.144 | +0.88% | +1.77% |
| -25bp | 1.392 | 100.134 | 1.144 | +0.85% | +1.70% |
| Unchanged (roll-down) | 1.642 | 100.097 | 1.144 | +0.81% | +1.62% |
| +25bp | 1.892 | 100.061 | 1.144 | +0.78% | +1.55% |
| +50bp | 2.142 | 100.025 | 1.144 | +0.74% | +1.48% |