bonds / 20Y / JGB (20-Year) No. 96
Bond Information
| Name | JGB (20-Year) No. 96 |
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| ISIN | — |
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| Issue # | 96 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2007-08-31 |
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| Maturity | 2027-06-20 （Remaining 0.8y） |
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| Outstanding | ¥1.2T （2026-03-31・MOF） |
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| Total issued | ¥1.3T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| BOJ Holding | ¥708.9B（60.6%）（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 | 2.0984 % |
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| Accrued Interest | 0.368219 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 0.81 |
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| Macaulay Duration | 0.82 |
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| DV01 | — |
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| Convexity | 1.1 |
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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 | 1.050 |
| 2027-06-20 | coupon + redemption | 101.050 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2007-08-28 | new | 3.39 | 24 | 2.133 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 0.8y) | 1.430 % → ref. price 100.546 |
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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 | 100.666 | 0.529 | +0.64% | +2.57% |
| -25bp | 1.180 | 100.523 | 0.529 | +0.50% | +2.01% |
| Unchanged (roll-down) | 1.430 | 100.380 | 0.529 | +0.36% | +1.44% |
| +25bp | 1.680 | 100.238 | 0.529 | +0.22% | +0.87% |
| +50bp | 1.930 | 100.096 | 0.529 | +0.08% | +0.31% |
| 6m 2027-02-23 | -50bp | 0.930 | 100.376 | 1.056 | +0.88% | +1.75% |
| -25bp | 1.180 | 100.296 | 1.056 | +0.80% | +1.60% |
| Unchanged (roll-down) | 1.430 | 100.216 | 1.056 | +0.72% | +1.44% |
| +25bp | 1.680 | 100.136 | 1.056 | +0.64% | +1.28% |
| +50bp | 1.930 | 100.056 | 1.056 | +0.56% | +1.12% |