bonds / 30Y / JGB (30-Year) No. 23
Bond Information
| Name | JGB (30-Year) No. 23 |
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| ISIN | — |
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| Issue # | 23 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2006-07-20 |
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| Maturity | 2036-06-20 （Remaining 9.7y） |
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| Outstanding | ¥1.3T （2026-03-31・MOF） |
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| Total issued | ¥1.4T （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 | ¥20B （2026-09-30） |
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| SLF usage | last 30d —／ total ¥10.1B（last 2026-07-02・BOJ） |
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| BOJ Holding | ¥348.9B（26.3%）（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 | 2.500 % |
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| Compound Yield | 2.4977 % |
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| Accrued Interest | 0.890411 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.46 |
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| Macaulay Duration | 8.56 |
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| DV01 | — |
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| Convexity | 81.6 |
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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 | 1.250 |
| 2027-06-20 | coupon | 1.250 |
| 2027-12-20 | coupon | 1.250 |
| …（15 omitted）… |
| 2035-12-20 | coupon | 1.250 |
| 2036-06-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2006-07-13 | new | 2.48 | — | 2.560 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.6y) | 2.791 % → ref. price 97.530 |
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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 | 2.259 | 102.016 | -0.623 | +3.92% | +15.70% |
| -25bp | 2.509 | 99.911 | -0.623 | +1.79% | +7.14% |
| Unchanged (roll-down) | 2.759 | 97.854 | -0.623 | -0.30% | -1.22% |
| +25bp | 3.009 | 95.845 | -0.623 | -2.35% | -9.38% |
| +50bp | 3.259 | 93.883 | -0.623 | -4.34% | -17.36% |
| 6m 2027-04-28 | -50bp | 2.227 | 102.233 | 1.243 | +6.04% | +12.08% |
| -25bp | 2.477 | 100.171 | 1.243 | +3.95% | +7.89% |
| Unchanged (roll-down) | 2.727 | 98.156 | 1.243 | +1.90% | +3.80% |
| +25bp | 2.977 | 96.186 | 1.243 | -0.10% | -0.21% |
| +50bp | 3.227 | 94.262 | 1.243 | -2.06% | -4.12% |
| 12m 2027-10-28 | -50bp | 2.163 | 102.629 | 2.500 | +7.72% | +7.72% |
| -25bp | 2.413 | 100.658 | 2.500 | +5.72% | +5.72% |
| Unchanged (roll-down) | 2.663 | 98.730 | 2.500 | +3.76% | +3.76% |
| +25bp | 2.913 | 96.844 | 2.500 | +1.84% | +1.84% |
| +50bp | 3.163 | 94.998 | 2.500 | -0.03% | -0.03% |