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 1y） |
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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 （2026-06-30） |
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| SLF usage | last 30d —／ total ¥49.6B（last 2026-03-30・BOJ） |
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| BOJ Holding | ¥1.1T（60.4%）（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 | 2.200 % |
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| Compound Yield | 2.1909 % |
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| Accrued Interest | 1.066849 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.99 |
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| Macaulay Duration | 1.00 |
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| DV01 | — |
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| Convexity | 1.5 |
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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 | 1.100 |
| 2027-03-20 | coupon | 1.100 |
| 2027-09-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.0y) | 1.555 % → ref. price 100.641 |
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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 | 100.879 | -0.561 | -0.32% | -1.27% |
| -25bp | 1.300 | 100.687 | -0.561 | -0.51% | -2.02% |
| Unchanged (roll-down) | 1.550 | 100.495 | -0.561 | -0.69% | -2.78% |
| +25bp | 1.800 | 100.303 | -0.561 | -0.88% | -3.53% |
| +50bp | 2.050 | 100.113 | -0.561 | -1.07% | -4.28% |
| 6m 2027-03-13 | -50bp | 1.050 | 100.599 | 1.082 | +1.02% | +2.05% |
| -25bp | 1.300 | 100.468 | 1.082 | +0.89% | +1.79% |
| Unchanged (roll-down) | 1.550 | 100.337 | 1.082 | +0.77% | +1.53% |
| +25bp | 1.800 | 100.207 | 1.082 | +0.64% | +1.28% |
| +50bp | 2.050 | 100.078 | 1.082 | +0.51% | +1.02% |