bonds / 30Y / JGB (30-Year) No. 24
Bond Information
| Name | JGB (30-Year) No. 24 |
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| ISIN | — |
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| Issue # | 24 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2006-10-20 |
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| Maturity | 2036-09-20 （Remaining 10.1y） |
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| Outstanding | ¥926.2B （2026-03-31・MOF） |
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| Total issued | ¥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 | ¥17B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥14.7B（last 2026-01-21・BOJ） |
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| BOJ Holding | ¥342.9B（37.0%）（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 | 2.4968 % |
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| Accrued Interest | 1.068493 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.77 |
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| Macaulay Duration | 8.88 |
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| DV01 | — |
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| Convexity | 88.1 |
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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 |
| …（16 omitted）… |
| 2036-03-20 | coupon | 1.250 |
| 2036-09-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2006-10-17 | new | 2.97 | — | 2.515 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 10.1y) | 2.863 % → ref. price 96.815 |
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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 | 2.330 | 101.470 | -0.630 | +4.11% | +16.45% |
| -25bp | 2.580 | 99.293 | -0.630 | +1.89% | +7.55% |
| Unchanged (roll-down) | 2.830 | 97.169 | -0.630 | -0.28% | -1.13% |
| +25bp | 3.080 | 95.096 | -0.630 | -2.40% | -9.60% |
| +50bp | 3.330 | 93.073 | -0.630 | -4.47% | -17.87% |
| 6m 2027-02-23 | -50bp | 2.294 | 101.743 | 1.250 | +6.31% | +12.62% |
| -25bp | 2.544 | 99.609 | 1.250 | +4.13% | +8.26% |
| Unchanged (roll-down) | 2.794 | 97.525 | 1.250 | +2.00% | +4.00% |
| +25bp | 3.044 | 95.490 | 1.250 | -0.08% | -0.15% |
| +50bp | 3.294 | 93.503 | 1.250 | -2.11% | -4.21% |
| 12m 2027-08-23 | -50bp | 2.224 | 102.228 | 2.500 | +8.08% | +8.08% |
| -25bp | 2.474 | 100.180 | 2.500 | +5.99% | +5.99% |
| Unchanged (roll-down) | 2.724 | 98.178 | 2.500 | +3.95% | +3.95% |
| +25bp | 2.974 | 96.221 | 2.500 | +1.95% | +1.95% |
| +50bp | 3.224 | 94.308 | 2.500 | -0.01% | -0.01% |