bonds / 20Y / JGB (20-Year) No. 94
Bond Information
| Name | JGB (20-Year) No. 94 |
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| ISIN | — |
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| Issue # | 94 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2007-04-27 |
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| Maturity | 2027-03-20 （Remaining 0.6y） |
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| Outstanding | ¥1.7T （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 4条特例出納特例借換前倒財投 |
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| STRIPS principal | ¥1.3B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥110.5B（last 2026-07-22・BOJ） |
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| BOJ Holding | ¥1.1T（61.6%）（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 | 2.0986 % |
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| Accrued Interest | 0.897534 (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 | 1.050 |
| 2027-03-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 0.6y) | 1.430 % → ref. price 100.380 |
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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 | 0.930 | 100.382 | -0.529 | -0.52% | -2.08% |
| -25bp | 1.180 | 100.301 | -0.529 | -0.60% | -2.40% |
| Unchanged (roll-down) | 1.430 | 100.221 | -0.529 | -0.68% | -2.72% |
| +25bp | 1.680 | 100.141 | -0.529 | -0.76% | -3.03% |
| +50bp | 1.930 | 100.062 | -0.529 | -0.84% | -3.35% |
| 6m 2027-02-23 | -50bp | 0.930 | 100.088 | 1.050 | +0.75% | +1.50% |
| -25bp | 1.180 | 100.071 | 1.050 | +0.73% | +1.46% |
| Unchanged (roll-down) | 1.430 | 100.054 | 1.050 | +0.71% | +1.43% |
| +25bp | 1.680 | 100.037 | 1.050 | +0.70% | +1.40% |
| +50bp | 1.930 | 100.020 | 1.050 | +0.68% | +1.36% |