bonds / 20Y / JGB (20-Year) No. 97
Bond Information
| Name | JGB (20-Year) No. 97 |
|---|
| ISIN | — |
|---|
| Issue # | 97 |
|---|
| Coupon (%) | 2.2% semi-annual |
|---|
| Issue Date | 2007-09-28 |
|---|
| Maturity | 2027-09-20 （Remaining 1.1y） |
|---|
| Outstanding | ¥1.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.9T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| STRIPS principal | ¥100M （2026-06-30） |
|---|
| SLF usage | last 30d —／ total ¥49.6B（last 2026-03-30・BOJ） |
|---|
| BOJ Holding | ¥1.1T（59.0%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.200 % |
|---|
| Compound Yield | 2.1908 % |
|---|
| Accrued Interest | 0.940274 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 1.05 |
|---|
| Macaulay Duration | 1.06 |
|---|
| DV01 | — |
|---|
| Convexity | 1.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 1.100 |
| 2027-03-20 | coupon | 1.100 |
| 2027-09-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.1y) | 1.449 % → ref. price 100.790 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 0.930 | 101.041 | -0.555 | -0.30% | -1.19% |
| -25bp | 1.180 | 100.834 | -0.555 | -0.50% | -2.01% |
| Unchanged (roll-down) | 1.430 | 100.628 | -0.555 | -0.70% | -2.82% |
| +25bp | 1.680 | 100.423 | -0.555 | -0.91% | -3.62% |
| +50bp | 1.930 | 100.219 | -0.555 | -1.11% | -4.43% |
| 6m 2027-02-23 | -50bp | 0.930 | 100.723 | 1.100 | +1.02% | +2.03% |
| -25bp | 1.180 | 100.580 | 1.100 | +0.88% | +1.75% |
| Unchanged (roll-down) | 1.430 | 100.437 | 1.100 | +0.73% | +1.47% |
| +25bp | 1.680 | 100.295 | 1.100 | +0.59% | +1.19% |
| +50bp | 1.930 | 100.153 | 1.100 | +0.45% | +0.91% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.088 | 2.200 | +1.47% | +1.47% |
| -25bp | 1.180 | 100.069 | 2.200 | +1.45% | +1.45% |
| Unchanged (roll-down) | 1.430 | 100.049 | 2.200 | +1.43% | +1.43% |
| +25bp | 1.680 | 100.030 | 2.200 | +1.42% | +1.42% |
| +50bp | 1.930 | 100.011 | 2.200 | +1.40% | +1.40% |