bonds / 20Y / JGB (20-Year) No. 119
Bond Information
| Name | JGB (20-Year) No. 119 |
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| ISIN | — |
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| Issue # | 119 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2010-07-27 |
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| Maturity | 2030-06-20 （Remaining 3.8y） |
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| Outstanding | ¥1.5T （2026-03-31・MOF） |
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| Total issued | ¥1.4T （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 ¥56.9B（last 2026-06-10・BOJ） |
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| BOJ Holding | ¥884.5B（57.1%）（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 | 1.800 % |
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| Compound Yield | 1.7984 % |
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| Accrued Interest | 0.315616 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.67 |
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| Macaulay Duration | 3.70 |
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| DV01 | — |
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| Convexity | 15.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.900 |
| 2027-06-20 | coupon | 0.900 |
| 2027-12-20 | coupon | 0.900 |
| …（3 omitted）… |
| 2029-12-20 | coupon | 0.900 |
| 2030-06-20 | coupon + redemption | 100.900 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2010-07-22 | new | 4.46 | 5 | 1.813 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 3.8y) | 1.967 % → ref. price 99.380 |
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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 | 1.421 | 101.313 | 0.454 | +2.39% | +9.58% |
| -25bp | 1.671 | 100.442 | 0.454 | +1.52% | +6.08% |
| Unchanged (roll-down) | 1.921 | 99.580 | 0.454 | +0.66% | +2.62% |
| +25bp | 2.171 | 98.726 | 0.454 | -0.20% | -0.80% |
| +50bp | 2.421 | 97.881 | 0.454 | -1.05% | -4.19% |
| 6m 2027-02-23 | -50bp | 1.374 | 101.377 | 0.905 | +2.91% | +5.82% |
| -25bp | 1.624 | 100.565 | 0.905 | +2.10% | +4.19% |
| Unchanged (roll-down) | 1.874 | 99.760 | 0.905 | +1.29% | +2.58% |
| +25bp | 2.124 | 98.963 | 0.905 | +0.49% | +0.98% |
| +50bp | 2.374 | 98.174 | 0.905 | -0.30% | -0.60% |
| 12m 2027-08-23 | -50bp | 1.291 | 101.404 | 1.800 | +3.84% | +3.84% |
| -25bp | 1.541 | 100.709 | 1.800 | +3.14% | +3.14% |
| Unchanged (roll-down) | 1.791 | 100.020 | 1.800 | +2.45% | +2.45% |
| +25bp | 2.041 | 99.336 | 1.800 | +1.76% | +1.76% |
| +50bp | 2.291 | 98.658 | 1.800 | +1.08% | +1.08% |