bonds / 20Y / JGB (20-Year) No. 105
Bond Information
| Name | JGB (20-Year) No. 105 |
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| ISIN | — |
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| Issue # | 105 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2008-09-24 |
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| Maturity | 2028-09-20 （Remaining 2.1y） |
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| Outstanding | ¥1.7T （2026-03-31・MOF） |
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| Total issued | ¥2T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥200M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥11.8B（last 2026-03-19・BOJ） |
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| BOJ Holding | ¥1T（60.5%）（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 | 2.100 % |
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| Compound Yield | 2.0927 % |
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| Accrued Interest | 0.897534 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.01 |
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| Macaulay Duration | 2.03 |
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| DV01 | — |
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| Convexity | 5.1 |
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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 | 1.050 |
| 2027-03-20 | coupon | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| 2028-03-20 | coupon | 1.050 |
| 2028-09-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 2.1y) | 1.692 % → ref. price 100.815 |
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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 | 1.138 | 101.728 | -0.529 | +0.38% | +1.51% |
| -25bp | 1.388 | 101.273 | -0.529 | -0.07% | -0.28% |
| Unchanged (roll-down) | 1.638 | 100.821 | -0.529 | -0.51% | -2.06% |
| +25bp | 1.888 | 100.372 | -0.529 | -0.96% | -3.82% |
| +50bp | 2.138 | 99.925 | -0.529 | -1.40% | -5.58% |
| 6m 2027-02-23 | -50bp | 1.075 | 101.591 | 1.050 | +1.80% | +3.59% |
| -25bp | 1.325 | 101.199 | 1.050 | +1.41% | +2.82% |
| Unchanged (roll-down) | 1.575 | 100.808 | 1.050 | +1.03% | +2.05% |
| +25bp | 1.825 | 100.419 | 1.050 | +0.64% | +1.29% |
| +50bp | 2.075 | 100.033 | 1.050 | +0.26% | +0.53% |
| 12m 2027-08-23 | -50bp | 0.950 | 101.218 | 2.100 | +2.46% | +2.46% |
| -25bp | 1.200 | 100.948 | 2.100 | +2.20% | +2.20% |
| Unchanged (roll-down) | 1.450 | 100.679 | 2.100 | +1.93% | +1.93% |
| +25bp | 1.700 | 100.411 | 2.100 | +1.67% | +1.67% |
| +50bp | 1.950 | 100.145 | 2.100 | +1.41% | +1.41% |