bonds / 20Y / JGB (20-Year) No. 96
Bond Information
| Name | JGB (20-Year) No. 96 |
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| ISIN | — |
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| Issue # | 96 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2007-08-31 |
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| Maturity | 2027-06-20 （Remaining 0.8y） |
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| Outstanding | ¥1.2T （2026-03-31・MOF） |
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| Total issued | ¥1.3T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| BOJ Holding | ¥708.9B（60.6%）（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 | 2.0982 % |
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| Accrued Interest | 0.489041 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.75 |
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| Macaulay Duration | 0.76 |
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| DV01 | — |
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| Convexity | 0.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 1.050 |
| 2027-06-20 | coupon + redemption | 101.050 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2007-08-28 | new | 3.39 | 24 | 2.133 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 0.8y) | 1.550 % → ref. price 100.417 |
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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 | 100.541 | 0.524 | +0.64% | +2.57% |
| -25bp | 1.300 | 100.411 | 0.524 | +0.51% | +2.05% |
| Unchanged (roll-down) | 1.550 | 100.282 | 0.524 | +0.39% | +1.54% |
| +25bp | 1.800 | 100.154 | 0.524 | +0.26% | +1.03% |
| +50bp | 2.050 | 100.025 | 0.524 | +0.13% | +0.52% |
| 6m 2027-03-13 | -50bp | 1.050 | 100.286 | 1.038 | +0.90% | +1.80% |
| -25bp | 1.300 | 100.218 | 1.038 | +0.83% | +1.66% |
| Unchanged (roll-down) | 1.550 | 100.150 | 1.038 | +0.76% | +1.53% |
| +25bp | 1.800 | 100.083 | 1.038 | +0.70% | +1.40% |
| +50bp | 2.050 | 100.015 | 1.038 | +0.63% | +1.26% |