bonds / 30Y / JGB (30-Year) No. 23
Bond Information
| Name | JGB (30-Year) No. 23 |
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| ISIN | — |
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| Issue # | 23 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2006-07-20 |
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| Maturity | 2036-06-20 （Remaining 9.8y） |
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| Outstanding | ¥1.3T （2026-03-31・MOF） |
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| Total issued | ¥1.4T （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 | ¥20B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥10.1B（last 2026-07-02・BOJ） |
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| BOJ Holding | ¥348.9B（26.3%）（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 | 2.500 % |
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| Compound Yield | 2.4977 % |
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| Accrued Interest | 0.438356 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.63 |
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| Macaulay Duration | 8.74 |
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| DV01 | — |
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| Convexity | 84.7 |
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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 | 1.250 |
| 2027-06-20 | coupon | 1.250 |
| 2027-12-20 | coupon | 1.250 |
| …（15 omitted）… |
| 2035-12-20 | coupon | 1.250 |
| 2036-06-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2006-07-13 | new | 2.48 | — | 2.560 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 9.8y) | 2.829 % → ref. price 97.169 |
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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 | 2.294 | 101.744 | 0.630 | +5.33% | +21.33% |
| -25bp | 2.544 | 99.609 | 0.630 | +3.15% | +12.58% |
| Unchanged (roll-down) | 2.794 | 97.525 | 0.630 | +1.01% | +4.04% |
| +25bp | 3.044 | 95.490 | 0.630 | -1.07% | -4.30% |
| +50bp | 3.294 | 93.503 | 0.630 | -3.11% | -12.44% |
| 6m 2027-02-23 | -50bp | 2.258 | 102.005 | 1.257 | +6.24% | +12.48% |
| -25bp | 2.508 | 99.914 | 1.257 | +4.10% | +8.20% |
| Unchanged (roll-down) | 2.758 | 97.870 | 1.257 | +2.01% | +4.01% |
| +25bp | 3.008 | 95.874 | 1.257 | -0.04% | -0.08% |
| +50bp | 3.258 | 93.924 | 1.257 | -2.04% | -4.07% |
| 12m 2027-08-23 | -50bp | 2.189 | 102.464 | 2.500 | +7.99% | +7.99% |
| -25bp | 2.439 | 100.460 | 2.500 | +5.93% | +5.93% |
| Unchanged (roll-down) | 2.689 | 98.501 | 2.500 | +3.93% | +3.93% |
| +25bp | 2.939 | 96.585 | 2.500 | +1.96% | +1.96% |
| +50bp | 3.189 | 94.711 | 2.500 | +0.04% | +0.04% |