bonds / 20Y / JGB (20-Year) No. 101
Bond Information
| Name | JGB (20-Year) No. 101 |
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| ISIN | — |
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| Issue # | 101 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2008-05-30 |
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| Maturity | 2028-03-20 （Remaining 1.6y） |
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| Outstanding | ¥1T （2026-03-31・MOF） |
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| Total issued | ¥1.2T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥400M（last 2026-07-22・BOJ） |
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| BOJ Holding | ¥496.9B（48.8%）（as of 2026-08-10・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 | 2.400 % |
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| Compound Yield | 2.3951 % |
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| Accrued Interest | 1.025753 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.52 |
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| Macaulay Duration | 1.54 |
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| DV01 | — |
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| Convexity | 3.1 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| 2028-03-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2008-05-27 | new | 4.29 | 24 | 2.305 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.6y) | 1.575 % → ref. price 101.272 |
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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 2026-11-23 | -50bp | 1.011 | 101.824 | -0.605 | -0.05% | -0.21% |
| -25bp | 1.261 | 101.492 | -0.605 | -0.38% | -1.50% |
| Unchanged (roll-down) | 1.511 | 101.162 | -0.605 | -0.70% | -2.79% |
| +25bp | 1.761 | 100.834 | -0.605 | -1.02% | -4.08% |
| +50bp | 2.011 | 100.507 | -0.605 | -1.34% | -5.36% |
| 6m 2027-02-23 | -50bp | 0.948 | 101.547 | 1.200 | +1.44% | +2.88% |
| -25bp | 1.198 | 101.279 | 1.200 | +1.18% | +2.36% |
| Unchanged (roll-down) | 1.448 | 101.011 | 1.200 | +0.92% | +1.84% |
| +25bp | 1.698 | 100.745 | 1.200 | +0.66% | +1.32% |
| +50bp | 1.948 | 100.480 | 1.200 | +0.40% | +0.80% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.835 | 2.400 | +1.92% | +1.92% |
| -25bp | 1.180 | 100.691 | 2.400 | +1.78% | +1.78% |
| Unchanged (roll-down) | 1.430 | 100.547 | 2.400 | +1.64% | +1.64% |
| +25bp | 1.680 | 100.403 | 2.400 | +1.50% | +1.50% |
| +50bp | 1.930 | 100.260 | 2.400 | +1.36% | +1.36% |