bonds / 30Y / JGB (30-Year) No. 24
Bond Information
| Name | JGB (30-Year) No. 24 |
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| ISIN | — |
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| Issue # | 24 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2006-10-20 |
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| Maturity | 2036-09-20 （Remaining 9.9y） |
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| Outstanding | ¥926.2B （2026-03-31・MOF） |
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| Total issued | ¥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 | ¥17B （2026-09-30） |
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| SLF usage | last 30d —／ total ¥14.7B（last 2026-01-21・BOJ） |
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| BOJ Holding | ¥342.9B（37.0%）（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 | 2.4979 % |
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| Accrued Interest | 0.260274 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.70 |
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| Macaulay Duration | 8.81 |
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| DV01 | — |
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| Convexity | 86.0 |
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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 |
| …（15 omitted）… |
| 2036-03-20 | coupon | 1.250 |
| 2036-09-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2006-10-17 | new | 2.97 | — | 2.515 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 9.9y) | 2.824 % → ref. price 97.202 |
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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 | 2.291 | 101.780 | 0.630 | +5.34% | +21.37% |
| -25bp | 2.541 | 99.630 | 0.630 | +3.14% | +12.55% |
| Unchanged (roll-down) | 2.791 | 97.532 | 0.630 | +0.99% | +3.94% |
| +25bp | 3.041 | 95.484 | 0.630 | -1.12% | -4.46% |
| +50bp | 3.291 | 93.484 | 0.630 | -3.17% | -12.67% |
| 6m 2027-04-28 | -50bp | 2.259 | 101.999 | 1.257 | +6.21% | +12.42% |
| -25bp | 2.509 | 99.893 | 1.257 | +4.05% | +8.10% |
| Unchanged (roll-down) | 2.759 | 97.835 | 1.257 | +1.94% | +3.88% |
| +25bp | 3.009 | 95.825 | 1.257 | -0.12% | -0.25% |
| +50bp | 3.259 | 93.862 | 1.257 | -2.14% | -4.27% |
| 12m 2027-10-28 | -50bp | 2.195 | 102.437 | 2.500 | +7.94% | +7.94% |
| -25bp | 2.445 | 100.420 | 2.500 | +5.87% | +5.87% |
| Unchanged (roll-down) | 2.695 | 98.448 | 2.500 | +3.84% | +3.84% |
| +25bp | 2.945 | 96.519 | 2.500 | +1.86% | +1.86% |
| +50bp | 3.195 | 94.634 | 2.500 | -0.07% | -0.07% |