bonds / 20Y / JGB (20-Year) No. 99
Bond Information
| Name | JGB (20-Year) No. 99 |
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| ISIN | — |
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| Issue # | 99 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2007-12-25 |
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| Maturity | 2027-12-20 （Remaining 1.3y） |
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| Outstanding | ¥2.8T （2026-03-31・MOF） |
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| Total issued | ¥3.3T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥400M （2026-06-30） |
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| SLF usage | last 30d ¥14.4B／ total ¥57B（last 2026-08-10・BOJ） |
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| BOJ Holding | ¥1.4T（50.3%）（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 | 2.0969 % |
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| Accrued Interest | 0.368219 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 1.30 |
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| Macaulay Duration | 1.31 |
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| DV01 | — |
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| Convexity | 2.3 |
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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 | 1.050 |
| 2027-12-20 | coupon + redemption | 101.050 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 1.3y) | 1.512 % → ref. price 100.765 |
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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 | 0.948 | 101.224 | 0.529 | +0.98% | +3.91% |
| -25bp | 1.198 | 100.956 | 0.529 | +0.71% | +2.85% |
| Unchanged (roll-down) | 1.448 | 100.689 | 0.529 | +0.45% | +1.79% |
| +25bp | 1.698 | 100.422 | 0.529 | +0.18% | +0.74% |
| +50bp | 1.948 | 100.157 | 0.529 | -0.08% | -0.31% |
| 6m 2027-02-23 | -50bp | 0.930 | 100.955 | 1.056 | +1.23% | +2.46% |
| -25bp | 1.180 | 100.750 | 1.056 | +1.03% | +2.06% |
| Unchanged (roll-down) | 1.430 | 100.545 | 1.056 | +0.83% | +1.65% |
| +25bp | 1.680 | 100.341 | 1.056 | +0.62% | +1.25% |
| +50bp | 1.930 | 100.137 | 1.056 | +0.42% | +0.85% |
| 12m 2027-08-23 | -50bp | 0.930 | 100.377 | 2.100 | +1.69% | +1.69% |
| -25bp | 1.180 | 100.295 | 2.100 | +1.61% | +1.61% |
| Unchanged (roll-down) | 1.430 | 100.214 | 2.100 | +1.53% | +1.53% |
| +25bp | 1.680 | 100.132 | 2.100 | +1.45% | +1.45% |
| +50bp | 1.930 | 100.051 | 2.100 | +1.37% | +1.37% |