bonds / 30Y / JGB (30-Year) No. 20
Bond Information
| Name | JGB (30-Year) No. 20 |
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| ISIN | — |
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| Issue # | 20 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2005-10-25 |
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| Maturity | 2035-09-20 （Remaining 9y） |
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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 | ¥800M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥3B（last 2026-01-21・BOJ） |
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| BOJ Holding | ¥346.4B（34.5%）（as of 2026-08-31・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 | 2.4972 % |
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| Accrued Interest | 1.212329 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.94 |
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| Macaulay Duration | 8.04 |
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| DV01 | — |
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| Convexity | 72.1 |
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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 |
| …（14 omitted）… |
| 2035-03-20 | coupon | 1.250 |
| 2035-09-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2005-10-18 | new | 2.61 | — | 2.515 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 9.0y) | 2.785 % → ref. price 97.721 |
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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 2026-12-13 | -50bp | 2.251 | 101.957 | -0.637 | +3.64% | +14.55% |
| -25bp | 2.501 | 99.976 | -0.637 | +1.64% | +6.54% |
| Unchanged (roll-down) | 2.751 | 98.039 | -0.637 | -0.32% | -1.29% |
| +25bp | 3.001 | 96.144 | -0.637 | -2.24% | -8.95% |
| +50bp | 3.251 | 94.291 | -0.637 | -4.11% | -16.44% |
| 6m 2027-03-13 | -50bp | 2.218 | 102.164 | 1.229 | +5.73% | +11.47% |
| -25bp | 2.468 | 100.229 | 1.229 | +3.78% | +7.56% |
| Unchanged (roll-down) | 2.718 | 98.335 | 1.229 | +1.86% | +3.73% |
| +25bp | 2.968 | 96.481 | 1.229 | -0.01% | -0.02% |
| +50bp | 3.218 | 94.667 | 1.229 | -1.84% | -3.69% |
| 12m 2027-09-13 | -50bp | 2.151 | 102.534 | 2.500 | +7.39% | +7.39% |
| -25bp | 2.401 | 100.693 | 2.500 | +5.53% | +5.53% |
| Unchanged (roll-down) | 2.651 | 98.889 | 2.500 | +3.71% | +3.71% |
| +25bp | 2.901 | 97.122 | 2.500 | +1.92% | +1.92% |
| +50bp | 3.151 | 95.391 | 2.500 | +0.17% | +0.17% |