bonds / 20Y / JGB (20-Year) No. 99
Bond Information
| Name | JGB (20-Year) No. 99 |
|---|
| ISIN | — |
|---|
| Issue # | 99 |
|---|
| Coupon (%) | 2.1% semi-annual |
|---|
| Issue Date | 2007-12-25 |
|---|
| Maturity | 2027-12-20 （Remaining 1.3y） |
|---|
| Outstanding | ¥2.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.3T （annual report, FY-end） |
|---|
| Statutory basis | 特例借換前倒財投 |
|---|
| STRIPS principal | ¥400M （2026-06-30） |
|---|
| SLF usage | last 30d —／ total ¥57B（last 2026-08-10・BOJ） |
|---|
| BOJ Holding | ¥1.4T（50.3%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.100 % |
|---|
| Compound Yield | 2.0966 % |
|---|
| Accrued Interest | 0.489041 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 1.24 |
|---|
| Macaulay Duration | 1.25 |
|---|
| DV01 | — |
|---|
| Convexity | 2.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 1.050 |
| 2027-06-20 | coupon | 1.050 |
| 2027-12-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 1.3y) | 1.623 % → ref. price 100.593 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 1.055 | 101.054 | 0.524 | +0.97% | +3.90% |
| -25bp | 1.305 | 100.799 | 0.524 | +0.72% | +2.89% |
| Unchanged (roll-down) | 1.555 | 100.546 | 0.524 | +0.47% | +1.89% |
| +25bp | 1.805 | 100.294 | 0.524 | +0.22% | +0.89% |
| +50bp | 2.055 | 100.042 | 0.524 | -0.03% | -0.11% |
| 6m 2027-03-13 | -50bp | 1.050 | 100.805 | 1.038 | +1.24% | +2.48% |
| -25bp | 1.300 | 100.612 | 1.038 | +1.05% | +2.09% |
| Unchanged (roll-down) | 1.550 | 100.420 | 1.038 | +0.86% | +1.71% |
| +25bp | 1.800 | 100.228 | 1.038 | +0.67% | +1.33% |
| +50bp | 2.050 | 100.037 | 1.038 | +0.48% | +0.96% |
| 12m 2027-09-13 | -50bp | 1.050 | 100.277 | 2.100 | +1.77% | +1.77% |
| -25bp | 1.300 | 100.210 | 2.100 | +1.70% | +1.70% |
| Unchanged (roll-down) | 1.550 | 100.143 | 2.100 | +1.63% | +1.63% |
| +25bp | 1.800 | 100.076 | 2.100 | +1.57% | +1.57% |
| +50bp | 2.050 | 100.009 | 2.100 | +1.50% | +1.50% |