bonds / 20Y / JGB (20-Year) No. 93
Bond Information
| Name | JGB (20-Year) No. 93 |
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| ISIN | — |
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| Issue # | 93 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2007-03-26 |
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| Maturity | 2027-03-20 （Remaining 0.6y） |
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| Outstanding | ¥1.5T （2026-03-31・MOF） |
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| Total issued | ¥1.6T （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 | ¥900M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥21B（last 2026-01-30・BOJ） |
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| BOJ Holding | ¥833.7B（54.4%）（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 | 2.000 % |
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| Compound Yield | 1.9988 % |
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| Accrued Interest | 0.854795 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.56 |
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| Macaulay Duration | 0.57 |
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| DV01 | — |
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| Convexity | 0.6 |
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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 | 1.000 |
| 2027-03-20 | coupon + redemption | 101.000 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2007-03-15 | new | 2.91 | 19 | 2.050 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 0.6y) | 1.430 % → ref. price 100.323 |
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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 | 0.930 | 100.349 | -0.504 | -0.47% | -1.89% |
| -25bp | 1.180 | 100.269 | -0.504 | -0.55% | -2.21% |
| Unchanged (roll-down) | 1.430 | 100.189 | -0.504 | -0.63% | -2.52% |
| +25bp | 1.680 | 100.109 | -0.504 | -0.71% | -2.84% |
| +50bp | 1.930 | 100.029 | -0.504 | -0.79% | -3.16% |
| 6m 2027-02-23 | -50bp | 0.930 | 100.081 | 1.000 | +0.75% | +1.50% |
| -25bp | 1.180 | 100.064 | 1.000 | +0.73% | +1.46% |
| Unchanged (roll-down) | 1.430 | 100.047 | 1.000 | +0.71% | +1.43% |
| +25bp | 1.680 | 100.030 | 1.000 | +0.70% | +1.40% |
| +50bp | 1.930 | 100.012 | 1.000 | +0.68% | +1.36% |