bonds / 30Y / JGB (30-Year) No. 20
Bond Information
| Name | JGB (30-Year) No. 20 |
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| ISIN | — |
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| Issue # | 20 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2005-10-25 |
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| Maturity | 2035-09-20 （Remaining 9.1y） |
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| Outstanding | ¥1T （2026-03-31・MOF） |
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| Total issued | ¥1.1T （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 | ¥800M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥3B（last 2026-01-21・BOJ） |
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| BOJ Holding | ¥346.4B（34.5%）（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 | 2.500 % |
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| Compound Yield | 2.4972 % |
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| Accrued Interest | 1.068493 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.00 |
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| Macaulay Duration | 8.10 |
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| DV01 | — |
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| Convexity | 73.0 |
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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 | 1.250 |
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| …（14 omitted）… |
| 2035-03-20 | coupon | 1.250 |
| 2035-09-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2005-10-18 | new | 2.61 | — | 2.515 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 9.1y) | 2.724 % → ref. price 98.188 |
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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 | 2.189 | 102.473 | -0.630 | +3.68% | +14.73% |
| -25bp | 2.439 | 100.470 | -0.630 | +1.66% | +6.66% |
| Unchanged (roll-down) | 2.689 | 98.511 | -0.630 | -0.31% | -1.24% |
| +25bp | 2.939 | 96.595 | -0.630 | -2.24% | -8.96% |
| +50bp | 3.189 | 94.722 | -0.630 | -4.13% | -16.51% |
| 6m 2027-02-23 | -50bp | 2.154 | 102.681 | 1.250 | +5.79% | +11.57% |
| -25bp | 2.404 | 100.725 | 1.250 | +3.82% | +7.63% |
| Unchanged (roll-down) | 2.654 | 98.810 | 1.250 | +1.89% | +3.77% |
| +25bp | 2.904 | 96.937 | 1.250 | -0.00% | -0.00% |
| +50bp | 3.154 | 95.103 | 1.250 | -1.85% | -3.70% |
| 12m 2027-08-23 | -50bp | 2.086 | 103.038 | 2.500 | +7.41% | +7.41% |
| -25bp | 2.336 | 101.175 | 2.500 | +5.53% | +5.53% |
| Unchanged (roll-down) | 2.586 | 99.350 | 2.500 | +3.69% | +3.69% |
| +25bp | 2.836 | 97.562 | 2.500 | +1.89% | +1.89% |
| +50bp | 3.086 | 95.811 | 2.500 | +0.12% | +0.12% |