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 9.8y） |
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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 （2026-06-30） |
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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 2026-08-31・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 | 2.500 % |
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| Compound Yield | 2.4976 % |
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| Accrued Interest | 0.582192 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.58 |
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| Macaulay Duration | 8.68 |
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| DV01 | — |
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| Convexity | 83.7 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 9.8y) | 2.888 % → ref. price 96.695 |
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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 | 2.354 | 101.223 | 0.623 | +5.30% | +21.18% |
| -25bp | 2.604 | 99.112 | 0.623 | +3.12% | +12.50% |
| Unchanged (roll-down) | 2.854 | 97.050 | 0.623 | +1.01% | +4.02% |
| +25bp | 3.104 | 95.036 | 0.623 | -1.06% | -4.26% |
| +50bp | 3.354 | 93.070 | 0.623 | -3.09% | -12.34% |
| 6m 2027-03-13 | -50bp | 2.320 | 101.481 | 1.236 | +6.19% | +12.38% |
| -25bp | 2.570 | 99.411 | 1.236 | +4.06% | +8.13% |
| Unchanged (roll-down) | 2.820 | 97.389 | 1.236 | +1.98% | +3.97% |
| +25bp | 3.070 | 95.413 | 1.236 | -0.05% | -0.09% |
| +50bp | 3.320 | 93.483 | 1.236 | -2.03% | -4.06% |
| 12m 2027-09-13 | -50bp | 2.251 | 101.951 | 2.500 | +7.97% | +7.97% |
| -25bp | 2.501 | 99.970 | 2.500 | +5.94% | +5.94% |
| Unchanged (roll-down) | 2.751 | 98.033 | 2.500 | +3.94% | +3.94% |
| +25bp | 3.001 | 96.138 | 2.500 | +2.00% | +2.00% |
| +50bp | 3.251 | 94.284 | 2.500 | +0.09% | +0.09% |