bonds / 30Y / JGB (30-Year) No. 22
Bond Information
| Name | JGB (30-Year) No. 22 |
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| ISIN | — |
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| Issue # | 22 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2006-04-25 |
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| Maturity | 2036-03-20 （Remaining 9.4y） |
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| Outstanding | ¥1.3T （2026-03-31・MOF） |
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| Total issued | ¥1.3T （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 | ¥11.2B （2026-09-30） |
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| SLF usage | last 30d —／ total ¥100M（last 2026-01-13・BOJ） |
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| BOJ Holding | ¥260.1B（20.1%）（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 | 2.4988 % |
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| Accrued Interest | 0.260274 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.31 |
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| Macaulay Duration | 8.41 |
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| DV01 | — |
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| Convexity | 78.3 |
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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 |
| …（14 omitted）… |
| 2035-09-20 | coupon | 1.250 |
| 2036-03-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2006-04-18 | new | 2.56 | — | 2.590 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.4y) | 2.759 % → ref. price 97.860 |
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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 | 2.226 | 102.244 | 0.630 | +5.11% | +20.44% |
| -25bp | 2.476 | 100.183 | 0.630 | +3.01% | +12.04% |
| Unchanged (roll-down) | 2.726 | 98.168 | 0.630 | +0.96% | +3.83% |
| +25bp | 2.976 | 96.200 | 0.630 | -1.05% | -4.20% |
| +50bp | 3.226 | 94.276 | 0.630 | -3.01% | -12.04% |
| 6m 2027-04-28 | -50bp | 2.195 | 102.437 | 1.257 | +5.95% | +11.89% |
| -25bp | 2.445 | 100.421 | 1.257 | +3.89% | +7.78% |
| Unchanged (roll-down) | 2.695 | 98.449 | 1.257 | +1.88% | +3.76% |
| +25bp | 2.945 | 96.521 | 1.257 | -0.08% | -0.17% |
| +50bp | 3.195 | 94.635 | 1.257 | -2.01% | -4.01% |
| 12m 2027-10-28 | -50bp | 2.130 | 102.819 | 2.500 | +7.60% | +7.60% |
| -25bp | 2.380 | 100.895 | 2.500 | +5.64% | +5.64% |
| Unchanged (roll-down) | 2.630 | 99.013 | 2.500 | +3.72% | +3.72% |
| +25bp | 2.880 | 97.169 | 2.500 | +1.84% | +1.84% |
| +50bp | 3.130 | 95.365 | 2.500 | +0.00% | +0.00% |