bonds / 20Y / JGB (20-Year) No. 97
Bond Information
| Name | JGB (20-Year) No. 97 |
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| ISIN | — |
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| Issue # | 97 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2007-09-28 |
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| Maturity | 2027-09-20 （Remaining 0.9y） |
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| Outstanding | ¥1.8T （2026-03-31・MOF） |
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| Total issued | ¥1.9T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥100M （2026-09-30） |
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| SLF usage | last 30d —／ total ¥49.6B（last 2026-03-30・BOJ） |
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| BOJ Holding | ¥1.1T（62.3%）（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 | 2.200 % |
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| Compound Yield | 2.1990 % |
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| Accrued Interest | 0.229041 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.88 |
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| Macaulay Duration | 0.89 |
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| DV01 | — |
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| Convexity | 1.2 |
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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 | 1.100 |
| 2027-09-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 0.9y) | 1.642 % → ref. price 100.494 |
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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 | 100.676 | 0.555 | +0.73% | +2.93% |
| -25bp | 1.392 | 100.515 | 0.555 | +0.57% | +2.29% |
| Unchanged (roll-down) | 1.642 | 100.355 | 0.555 | +0.41% | +1.65% |
| +25bp | 1.892 | 100.195 | 0.555 | +0.25% | +1.02% |
| +50bp | 2.142 | 100.036 | 0.555 | +0.10% | +0.38% |
| 6m 2027-04-28 | -50bp | 1.142 | 100.409 | 1.106 | +1.01% | +2.03% |
| -25bp | 1.392 | 100.309 | 1.106 | +0.92% | +1.83% |
| Unchanged (roll-down) | 1.642 | 100.210 | 1.106 | +0.82% | +1.63% |
| +25bp | 1.892 | 100.111 | 1.106 | +0.72% | +1.44% |
| +50bp | 2.142 | 100.013 | 1.106 | +0.62% | +1.24% |