bonds / 20Y / JGB (20-Year) No. 117
Bond Information
| Name | JGB (20-Year) No. 117 |
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| ISIN | — |
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| Issue # | 117 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2010-04-27 |
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| Maturity | 2030-03-20 （Remaining 3.6y） |
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| Outstanding | ¥3.8T （2026-03-31・MOF） |
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| Total issued | ¥3.8T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥500M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥100.7B（last 2026-07-17・BOJ） |
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| BOJ Holding | ¥2.2T（58.0%）（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 | 2.0981 % |
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| Accrued Interest | 0.897534 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.40 |
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| Macaulay Duration | 3.43 |
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| DV01 | — |
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| Convexity | 13.6 |
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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 |
| …（3 omitted）… |
| 2029-09-20 | coupon | 1.050 |
| 2030-03-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 3.6y) | 1.921 % → ref. price 100.611 |
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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 | 1.374 | 102.354 | -0.529 | +1.20% | +4.78% |
| -25bp | 1.624 | 101.537 | -0.529 | +0.39% | +1.56% |
| Unchanged (roll-down) | 1.874 | 100.728 | -0.529 | -0.41% | -1.63% |
| +25bp | 2.124 | 99.926 | -0.529 | -1.20% | -4.78% |
| +50bp | 2.374 | 99.132 | -0.529 | -1.98% | -7.91% |
| 6m 2027-02-23 | -50bp | 1.327 | 102.322 | 1.050 | +2.72% | +5.44% |
| -25bp | 1.577 | 101.565 | 1.050 | +1.97% | +3.95% |
| Unchanged (roll-down) | 1.827 | 100.815 | 1.050 | +1.24% | +2.47% |
| +25bp | 2.077 | 100.071 | 1.050 | +0.50% | +1.01% |
| +50bp | 2.327 | 99.333 | 1.050 | -0.22% | -0.45% |
| 12m 2027-08-23 | -50bp | 1.257 | 102.122 | 2.100 | +3.56% | +3.56% |
| -25bp | 1.507 | 101.485 | 2.100 | +2.93% | +2.93% |
| Unchanged (roll-down) | 1.757 | 100.852 | 2.100 | +2.31% | +2.31% |
| +25bp | 2.007 | 100.224 | 2.100 | +1.69% | +1.69% |
| +50bp | 2.257 | 99.601 | 2.100 | +1.07% | +1.07% |