bonds / 30Y / JGB (30-Year) No. 21
Bond Information
| Name | JGB (30-Year) No. 21 |
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| ISIN | — |
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| Issue # | 21 |
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| Coupon (%) | 2.3% semi-annual |
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| Issue Date | 2006-01-25 |
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| Maturity | 2035-12-20 （Remaining 9.3y） |
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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 | ¥8.7B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥5B（last 2026-01-26・BOJ） |
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| BOJ Holding | ¥255.7B（25.3%）（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 | 2.300 % |
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| Compound Yield | 2.2981 % |
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| Accrued Interest | 0.535616 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.27 |
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| Macaulay Duration | 8.36 |
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| DV01 | — |
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| Convexity | 77.2 |
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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 | 1.150 |
| 2027-06-20 | coupon | 1.150 |
| 2027-12-20 | coupon | 1.150 |
| …（14 omitted）… |
| 2035-06-20 | coupon | 1.150 |
| 2035-12-20 | coupon + redemption | 101.150 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2006-01-19 | new | 3.66 | — | 2.330 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 9.3y) | 2.819 % → ref. price 95.775 |
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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 | 2.285 | 100.111 | 0.573 | +5.10% | +20.39% |
| -25bp | 2.535 | 98.104 | 0.573 | +3.01% | +12.06% |
| Unchanged (roll-down) | 2.785 | 96.142 | 0.573 | +0.98% | +3.91% |
| +25bp | 3.035 | 94.225 | 0.573 | -1.01% | -4.06% |
| +50bp | 3.285 | 92.350 | 0.573 | -2.96% | -11.84% |
| 6m 2027-03-13 | -50bp | 2.252 | 100.370 | 1.137 | +5.95% | +11.91% |
| -25bp | 2.502 | 98.407 | 1.137 | +3.91% | +7.83% |
| Unchanged (roll-down) | 2.752 | 96.486 | 1.137 | +1.92% | +3.84% |
| +25bp | 3.002 | 94.608 | 1.137 | -0.03% | -0.06% |
| +50bp | 3.252 | 92.770 | 1.137 | -1.94% | -3.88% |
| 12m 2027-09-13 | -50bp | 2.185 | 100.853 | 2.300 | +7.66% | +7.66% |
| -25bp | 2.435 | 98.981 | 2.300 | +5.72% | +5.72% |
| Unchanged (roll-down) | 2.685 | 97.147 | 2.300 | +3.81% | +3.81% |
| +25bp | 2.935 | 95.352 | 2.300 | +1.95% | +1.95% |
| +50bp | 3.185 | 93.594 | 2.300 | +0.12% | +0.12% |