bonds / 30Y / JGB (30-Year) No. 22
Bond Information
| Name | JGB (30-Year) No. 22 |
|---|
| ISIN | — |
|---|
| Issue # | 22 |
|---|
| Coupon (%) | 2.5% semi-annual |
|---|
| Issue Date | 2006-04-25 |
|---|
| Maturity | 2036-03-20 （Remaining 9.5y） |
|---|
| Outstanding | ¥1.3T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.3T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| STRIPS principal | ¥11.2B （2026-06-30） |
|---|
| SLF usage | last 30d —／ total ¥100M（last 2026-01-13・BOJ） |
|---|
| BOJ Holding | ¥260.1B（20.1%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.500 % |
|---|
| Compound Yield | 2.4977 % |
|---|
| Accrued Interest | 1.212329 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 8.33 |
|---|
| Macaulay Duration | 8.43 |
|---|
| DV01 | — |
|---|
| Convexity | 79.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 1.250 |
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| …（15 omitted）… |
| 2035-09-20 | coupon | 1.250 |
| 2036-03-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2006-04-18 | new | 2.56 | — | 2.590 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 9.5y) | 2.853 % → ref. price 97.053 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 2.319 | 101.493 | -0.637 | +3.87% | +15.48% |
| -25bp | 2.569 | 99.424 | -0.637 | +1.76% | +7.06% |
| Unchanged (roll-down) | 2.819 | 97.402 | -0.637 | -0.29% | -1.17% |
| +25bp | 3.069 | 95.427 | -0.637 | -2.30% | -9.21% |
| +50bp | 3.319 | 93.498 | -0.637 | -4.27% | -17.06% |
| 6m 2027-03-13 | -50bp | 2.285 | 101.736 | 1.229 | +6.02% | +12.04% |
| -25bp | 2.535 | 99.711 | 1.229 | +3.96% | +7.91% |
| Unchanged (roll-down) | 2.785 | 97.731 | 1.229 | +1.94% | +3.88% |
| +25bp | 3.035 | 95.795 | 1.229 | -0.03% | -0.06% |
| +50bp | 3.285 | 93.902 | 1.229 | -1.95% | -3.91% |
| 12m 2027-09-13 | -50bp | 2.218 | 102.162 | 2.500 | +7.74% | +7.74% |
| -25bp | 2.468 | 100.227 | 2.500 | +5.77% | +5.77% |
| Unchanged (roll-down) | 2.718 | 98.334 | 2.500 | +3.85% | +3.85% |
| +25bp | 2.968 | 96.481 | 2.500 | +1.96% | +1.96% |
| +50bp | 3.218 | 94.667 | 2.500 | +0.12% | +0.12% |