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 8.9y） |
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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 （2026-09-30） |
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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 2026-10-20・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 | 2.4984 % |
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| Accrued Interest | 0.260274 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.92 |
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| Macaulay Duration | 8.02 |
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| DV01 | — |
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| Convexity | 71.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| 2028-03-20 | coupon | 1.250 |
| …（13 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 8.9y) | 2.695 % → ref. price 98.456 |
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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 2027-01-28 | -50bp | 2.162 | 102.637 | 0.630 | +4.87% | +19.50% |
| -25bp | 2.412 | 100.667 | 0.630 | +2.88% | +11.51% |
| Unchanged (roll-down) | 2.662 | 98.740 | 0.630 | +0.93% | +3.70% |
| +25bp | 2.912 | 96.854 | 0.630 | -0.98% | -3.94% |
| +50bp | 3.162 | 95.009 | 0.630 | -2.85% | -11.42% |
| 6m 2027-04-28 | -50bp | 2.131 | 102.803 | 1.257 | +5.68% | +11.35% |
| -25bp | 2.381 | 100.880 | 1.257 | +3.73% | +7.46% |
| Unchanged (roll-down) | 2.631 | 98.996 | 1.257 | +1.82% | +3.64% |
| +25bp | 2.881 | 97.153 | 1.257 | -0.05% | -0.09% |
| +50bp | 3.131 | 95.348 | 1.257 | -1.88% | -3.75% |
| 12m 2027-10-28 | -50bp | 2.064 | 103.149 | 2.500 | +7.29% | +7.29% |
| -25bp | 2.314 | 101.321 | 2.500 | +5.43% | +5.43% |
| Unchanged (roll-down) | 2.564 | 99.530 | 2.500 | +3.62% | +3.62% |
| +25bp | 2.814 | 97.774 | 2.500 | +1.84% | +1.84% |
| +50bp | 3.064 | 96.054 | 2.500 | +0.10% | +0.10% |