bonds / 20Y / JGB (20-Year) No. 110
Bond Information
| Name | JGB (20-Year) No. 110 |
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| ISIN | — |
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| Issue # | 110 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2009-04-24 |
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| Maturity | 2029-03-20 （Remaining 2.6y） |
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| Outstanding | ¥2.1T （2026-03-31・MOF） |
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| Total issued | ¥2.1T （annual report, FY-end） |
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| Statutory basis | 4条出納特例借換前倒財投 |
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| STRIPS principal | ¥400M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥8B（last 2026-03-18・BOJ） |
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| BOJ Holding | ¥814.3B（39.0%）（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 | 2.0974 % |
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| Accrued Interest | 0.897534 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.47 |
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| Macaulay Duration | 2.50 |
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| DV01 | — |
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| Convexity | 7.5 |
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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 | 1.050 |
| 2027-03-20 | coupon | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| …（1 omitted）… |
| 2028-09-20 | coupon | 1.050 |
| 2029-03-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 2.6y) | 1.758 % → ref. price 100.852 |
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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 | 1.224 | 102.002 | -0.529 | +0.61% | +2.44% |
| -25bp | 1.474 | 101.426 | -0.529 | +0.04% | +0.17% |
| Unchanged (roll-down) | 1.724 | 100.853 | -0.529 | -0.52% | -2.07% |
| +25bp | 1.974 | 100.285 | -0.529 | -1.08% | -4.31% |
| +50bp | 2.224 | 99.721 | -0.529 | -1.63% | -6.53% |
| 6m 2027-02-23 | -50bp | 1.191 | 101.856 | 1.050 | +2.02% | +4.04% |
| -25bp | 1.441 | 101.342 | 1.050 | +1.51% | +3.03% |
| Unchanged (roll-down) | 1.691 | 100.831 | 1.050 | +1.01% | +2.02% |
| +25bp | 1.941 | 100.323 | 1.050 | +0.51% | +1.02% |
| +50bp | 2.191 | 99.818 | 1.050 | +0.02% | +0.03% |
| 12m 2027-08-23 | -50bp | 1.075 | 101.591 | 2.100 | +2.79% | +2.79% |
| -25bp | 1.325 | 101.198 | 2.100 | +2.40% | +2.40% |
| Unchanged (roll-down) | 1.575 | 100.808 | 2.100 | +2.02% | +2.02% |
| +25bp | 1.825 | 100.419 | 2.100 | +1.64% | +1.64% |
| +50bp | 2.075 | 100.032 | 2.100 | +1.26% | +1.26% |