bonds / 30Y / JGB (30-Year) No. 26
Bond Information
| Name | JGB (30-Year) No. 26 |
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| ISIN | — |
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| Issue # | 26 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2007-04-20 |
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| Maturity | 2037-03-20 （Remaining 10.6y） |
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| Outstanding | ¥2T （2026-03-31・MOF） |
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| Total issued | ¥2.2T （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 | ¥26.2B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥18.2B（last 2026-06-04・BOJ） |
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| BOJ Holding | ¥341.2B（17.2%）（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 | 2.400 % |
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| Compound Yield | 2.3979 % |
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| Accrued Interest | 1.025753 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.20 |
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| Macaulay Duration | 9.31 |
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| DV01 | — |
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| Convexity | 96.7 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …（17 omitted）… |
| 2036-09-20 | coupon | 1.200 |
| 2037-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 10.6y) | 2.918 % → ref. price 95.297 |
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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 | 2.390 | 100.084 | -0.605 | +4.34% | +17.36% |
| -25bp | 2.640 | 97.835 | -0.605 | +2.01% | +8.03% |
| Unchanged (roll-down) | 2.890 | 95.644 | -0.605 | -0.27% | -1.07% |
| +25bp | 3.140 | 93.507 | -0.605 | -2.49% | -9.94% |
| +50bp | 3.390 | 91.425 | -0.605 | -4.65% | -18.59% |
| 6m 2027-02-23 | -50bp | 2.362 | 100.332 | 1.200 | +6.47% | +12.95% |
| -25bp | 2.612 | 98.125 | 1.200 | +4.18% | +8.36% |
| Unchanged (roll-down) | 2.862 | 95.973 | 1.200 | +1.95% | +3.90% |
| +25bp | 3.112 | 93.875 | 1.200 | -0.23% | -0.46% |
| +50bp | 3.362 | 91.828 | 1.200 | -2.36% | -4.71% |
| 12m 2027-08-23 | -50bp | 2.294 | 100.886 | 2.400 | +8.29% | +8.29% |
| -25bp | 2.544 | 98.762 | 2.400 | +6.09% | +6.09% |
| Unchanged (roll-down) | 2.794 | 96.688 | 2.400 | +3.94% | +3.94% |
| +25bp | 3.044 | 94.662 | 2.400 | +1.83% | +1.83% |
| +50bp | 3.294 | 92.685 | 2.400 | -0.22% | -0.22% |