bonds / 20Y / JGB (20-Year) No. 99
Bond Information
| Name | JGB (20-Year) No. 99 |
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| ISIN | — |
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| Issue # | 99 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2007-12-25 |
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| Maturity | 2027-12-20 （Remaining 1.1y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| Total issued | ¥3.3T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥400M （2026-09-30） |
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| SLF usage | last 30d ¥10B／ total ¥67B（last 2026-10-20・BOJ） |
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| BOJ Holding | ¥1.4T（50.3%）（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 | 2.100 % |
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| Compound Yield | 2.0965 % |
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| Accrued Interest | 0.747945 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.12 |
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| Macaulay Duration | 1.13 |
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| DV01 | — |
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| Convexity | 1.8 |
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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 | 1.050 |
| 2027-12-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 1.1y) | 1.675 % → ref. price 100.476 |
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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 | 100.849 | -0.524 | -0.15% | -0.60% |
| -25bp | 1.392 | 100.626 | -0.524 | -0.37% | -1.48% |
| Unchanged (roll-down) | 1.642 | 100.404 | -0.524 | -0.59% | -2.35% |
| +25bp | 1.892 | 100.183 | -0.524 | -0.81% | -3.23% |
| +50bp | 2.142 | 99.962 | -0.524 | -1.02% | -4.10% |
| 6m 2027-04-28 | -50bp | 1.142 | 100.615 | 1.044 | +1.17% | +2.34% |
| -25bp | 1.392 | 100.454 | 1.044 | +1.01% | +2.02% |
| Unchanged (roll-down) | 1.642 | 100.293 | 1.044 | +0.85% | +1.70% |
| +25bp | 1.892 | 100.132 | 1.044 | +0.69% | +1.38% |
| +50bp | 2.142 | 99.972 | 1.044 | +0.53% | +1.07% |
| 12m 2027-10-28 | -50bp | 1.142 | 100.135 | 2.100 | +1.74% | +1.74% |
| -25bp | 1.392 | 100.099 | 2.100 | +1.70% | +1.70% |
| Unchanged (roll-down) | 1.642 | 100.062 | 2.100 | +1.67% | +1.67% |
| +25bp | 1.892 | 100.026 | 2.100 | +1.63% | +1.63% |
| +50bp | 2.142 | 99.990 | 2.100 | +1.59% | +1.59% |