bonds / 30Y / JGB (30-Year) No. 21
Bond Information
| Name | JGB (30-Year) No. 21 |
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| ISIN | — |
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| Issue # | 21 |
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| Coupon (%) | 2.3% semi-annual |
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| Issue Date | 2006-01-25 |
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| Maturity | 2035-12-20 （Remaining 9.3y） |
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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 | ¥8.7B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥5B（last 2026-01-26・BOJ） |
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| BOJ Holding | ¥255.7B（25.3%）（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 | 2.300 % |
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| Compound Yield | 2.2981 % |
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| Accrued Interest | 0.403288 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.32 |
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| Macaulay Duration | 8.42 |
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| DV01 | — |
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| Convexity | 78.2 |
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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 | 1.150 |
| 2027-06-20 | coupon | 1.150 |
| 2027-12-20 | coupon | 1.150 |
| …（14 omitted）… |
| 2035-06-20 | coupon | 1.150 |
| 2035-12-20 | coupon + redemption | 101.150 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2006-01-19 | new | 3.66 | — | 2.330 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 9.3y) | 2.759 % → ref. price 96.232 |
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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 | 2.223 | 100.612 | 0.580 | +5.13% | +20.53% |
| -25bp | 2.473 | 98.583 | 0.580 | +3.03% | +12.13% |
| Unchanged (roll-down) | 2.723 | 96.600 | 0.580 | +0.98% | +3.92% |
| +25bp | 2.973 | 94.662 | 0.580 | -1.02% | -4.10% |
| +50bp | 3.223 | 92.767 | 0.580 | -2.99% | -11.94% |
| 6m 2027-02-23 | -50bp | 2.188 | 100.878 | 1.156 | +6.00% | +12.01% |
| -25bp | 2.438 | 98.893 | 1.156 | +3.95% | +7.90% |
| Unchanged (roll-down) | 2.688 | 96.952 | 1.156 | +1.94% | +3.88% |
| +25bp | 2.938 | 95.054 | 1.156 | -0.02% | -0.04% |
| +50bp | 3.188 | 93.198 | 1.156 | -1.94% | -3.89% |
| 12m 2027-08-23 | -50bp | 2.121 | 101.348 | 2.300 | +7.67% | +7.67% |
| -25bp | 2.371 | 99.453 | 2.300 | +5.71% | +5.71% |
| Unchanged (roll-down) | 2.621 | 97.599 | 2.300 | +3.79% | +3.79% |
| +25bp | 2.871 | 95.783 | 2.300 | +1.92% | +1.92% |
| +50bp | 3.121 | 94.005 | 2.300 | +0.08% | +0.08% |