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 0.6y） |
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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 2026-10-20・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 | 2.0982 % |
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| Accrued Interest | 0.747945 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.63 |
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| Macaulay Duration | 0.64 |
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| DV01 | — |
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| Convexity | 0.7 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.6y) | 1.642 % → ref. price 100.291 |
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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 | 100.376 | -0.524 | -0.43% | -1.74% |
| -25bp | 1.392 | 100.278 | -0.524 | -0.53% | -2.13% |
| Unchanged (roll-down) | 1.642 | 100.180 | -0.524 | -0.63% | -2.51% |
| +25bp | 1.892 | 100.083 | -0.524 | -0.72% | -2.90% |
| +50bp | 2.142 | 99.986 | -0.524 | -0.82% | -3.28% |
| 6m 2027-04-28 | -50bp | 1.142 | 100.141 | 1.044 | +0.88% | +1.77% |
| -25bp | 1.392 | 100.104 | 1.044 | +0.85% | +1.70% |
| Unchanged (roll-down) | 1.642 | 100.068 | 1.044 | +0.81% | +1.63% |
| +25bp | 1.892 | 100.032 | 1.044 | +0.78% | +1.55% |
| +50bp | 2.142 | 99.996 | 1.044 | +0.74% | +1.48% |