bonds / 20Y / JGB (20-Year) No. 113
Bond Information
| Name | JGB (20-Year) No. 113 |
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| ISIN | — |
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| Issue # | 113 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2009-09-24 |
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| Maturity | 2029-09-20 （Remaining 3.1y） |
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| Outstanding | ¥4.1T （2026-03-31・MOF） |
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| Total issued | ¥4.5T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥300M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥40B（last 2026-07-01・BOJ） |
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| BOJ Holding | ¥3.2T（79.2%）（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 | 2.0951 % |
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| Accrued Interest | 0.897534 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.94 |
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| Macaulay Duration | 2.97 |
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| DV01 | — |
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| Convexity | 10.3 |
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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 |
| …（2 omitted）… |
| 2029-03-20 | coupon | 1.050 |
| 2029-09-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 3.1y) | 1.828 % → ref. price 100.795 |
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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 | 1.291 | 102.233 | -0.529 | +0.89% | +3.57% |
| -25bp | 1.541 | 101.535 | -0.529 | +0.21% | +0.83% |
| Unchanged (roll-down) | 1.791 | 100.842 | -0.529 | -0.47% | -1.90% |
| +25bp | 2.041 | 100.155 | -0.529 | -1.15% | -4.60% |
| +50bp | 2.291 | 99.474 | -0.529 | -1.82% | -7.28% |
| 6m 2027-02-23 | -50bp | 1.258 | 102.122 | 1.050 | +2.34% | +4.68% |
| -25bp | 1.508 | 101.485 | 1.050 | +1.71% | +3.42% |
| Unchanged (roll-down) | 1.758 | 100.853 | 1.050 | +1.09% | +2.18% |
| +25bp | 2.008 | 100.225 | 1.050 | +0.47% | +0.94% |
| +50bp | 2.258 | 99.602 | 1.050 | -0.14% | -0.28% |
| 12m 2027-08-23 | -50bp | 1.192 | 101.845 | 2.100 | +3.10% | +3.10% |
| -25bp | 1.442 | 101.328 | 2.100 | +2.59% | +2.59% |
| Unchanged (roll-down) | 1.692 | 100.815 | 2.100 | +2.08% | +2.08% |
| +25bp | 1.942 | 100.305 | 2.100 | +1.58% | +1.58% |
| +50bp | 2.192 | 99.799 | 2.100 | +1.09% | +1.09% |