bonds / 30Y / JGB (30-Year) No. 22
Bond Information
| Name | JGB (30-Year) No. 22 |
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| ISIN | — |
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| Issue # | 22 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2006-04-25 |
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| Maturity | 2036-03-20 （Remaining 9.6y） |
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| Outstanding | ¥1.3T （2026-03-31・MOF） |
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| Total issued | ¥1.3T （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 | ¥11.2B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥100M（last 2026-01-13・BOJ） |
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| BOJ Holding | ¥260.1B（20.1%）（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 | 2.4976 % |
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| Accrued Interest | 1.068493 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.39 |
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| Macaulay Duration | 8.49 |
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| DV01 | — |
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| Convexity | 80.3 |
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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 |
| …（15 omitted）… |
| 2035-09-20 | coupon | 1.250 |
| 2036-03-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2006-04-18 | new | 2.56 | — | 2.590 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 9.6y) | 2.794 % → ref. price 97.524 |
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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 | 2.258 | 102.011 | -0.630 | +3.91% | +15.65% |
| -25bp | 2.508 | 99.920 | -0.630 | +1.79% | +7.16% |
| Unchanged (roll-down) | 2.758 | 97.876 | -0.630 | -0.28% | -1.13% |
| +25bp | 3.008 | 95.880 | -0.630 | -2.31% | -9.22% |
| +50bp | 3.258 | 93.930 | -0.630 | -4.28% | -17.14% |
| 6m 2027-02-23 | -50bp | 2.223 | 102.256 | 1.250 | +6.07% | +12.14% |
| -25bp | 2.473 | 100.209 | 1.250 | +3.99% | +7.98% |
| Unchanged (roll-down) | 2.723 | 98.208 | 1.250 | +1.96% | +3.92% |
| +25bp | 2.973 | 96.252 | 1.250 | -0.02% | -0.04% |
| +50bp | 3.223 | 94.340 | 1.250 | -1.96% | -3.92% |
| 12m 2027-08-23 | -50bp | 2.155 | 102.672 | 2.500 | +7.76% | +7.76% |
| -25bp | 2.405 | 100.715 | 2.500 | +5.77% | +5.77% |
| Unchanged (roll-down) | 2.655 | 98.800 | 2.500 | +3.83% | +3.83% |
| +25bp | 2.905 | 96.926 | 2.500 | +1.93% | +1.93% |
| +50bp | 3.155 | 95.092 | 2.500 | +0.07% | +0.07% |