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 9.1y） |
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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 （2026-09-30） |
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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 2026-10-20・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 | 2.300 % |
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| Compound Yield | 2.2981 % |
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| Accrued Interest | 0.819178 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.14 |
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| Macaulay Duration | 8.24 |
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| DV01 | — |
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| Convexity | 75.1 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.1y) | 2.727 % → ref. price 96.550 |
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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 | 2.194 | 100.838 | -0.573 | +3.82% | +15.26% |
| -25bp | 2.444 | 98.840 | -0.573 | +1.76% | +7.05% |
| Unchanged (roll-down) | 2.694 | 96.887 | -0.573 | -0.24% | -0.97% |
| +25bp | 2.944 | 94.976 | -0.573 | -2.20% | -8.82% |
| +50bp | 3.194 | 93.108 | -0.573 | -4.12% | -16.49% |
| 6m 2027-04-28 | -50bp | 2.163 | 101.066 | 1.144 | +5.81% | +11.63% |
| -25bp | 2.413 | 99.112 | 1.144 | +3.81% | +7.61% |
| Unchanged (roll-down) | 2.663 | 97.201 | 1.144 | +1.84% | +3.69% |
| +25bp | 2.913 | 95.331 | 1.144 | -0.08% | -0.15% |
| +50bp | 3.163 | 93.502 | 1.144 | -1.96% | -3.91% |
| 12m 2027-10-28 | -50bp | 2.098 | 101.486 | 2.300 | +7.43% | +7.43% |
| -25bp | 2.348 | 99.626 | 2.300 | +5.52% | +5.52% |
| Unchanged (roll-down) | 2.598 | 97.804 | 2.300 | +3.65% | +3.65% |
| +25bp | 2.848 | 96.019 | 2.300 | +1.82% | +1.82% |
| +50bp | 3.098 | 94.271 | 2.300 | +0.02% | +0.02% |