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 10y） |
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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 （2026-06-30） |
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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 2026-08-31・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 | 2.4969 % |
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| Accrued Interest | 1.212329 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 8.72 |
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| Macaulay Duration | 8.83 |
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| DV01 | — |
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| Convexity | 87.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 1.250 |
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| …（16 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 10.0y) | 2.922 % → ref. price 96.326 |
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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 | 2.389 | 100.947 | -0.637 | +4.08% | +16.34% |
| -25bp | 2.639 | 98.793 | -0.637 | +1.88% | +7.51% |
| Unchanged (roll-down) | 2.889 | 96.691 | -0.637 | -0.28% | -1.11% |
| +25bp | 3.139 | 94.640 | -0.637 | -2.38% | -9.53% |
| +50bp | 3.389 | 92.638 | -0.637 | -4.43% | -17.74% |
| 6m 2027-03-13 | -50bp | 2.355 | 101.217 | 1.229 | +6.28% | +12.55% |
| -25bp | 2.605 | 99.105 | 1.229 | +4.11% | +8.22% |
| Unchanged (roll-down) | 2.855 | 97.042 | 1.229 | +1.99% | +3.99% |
| +25bp | 3.105 | 95.028 | 1.229 | -0.07% | -0.14% |
| +50bp | 3.355 | 93.061 | 1.229 | -2.09% | -4.17% |
| 12m 2027-09-13 | -50bp | 2.285 | 101.716 | 2.500 | +8.09% | +8.09% |
| -25bp | 2.535 | 99.691 | 2.500 | +6.01% | +6.01% |
| Unchanged (roll-down) | 2.785 | 97.711 | 2.500 | +3.98% | +3.98% |
| +25bp | 3.035 | 95.775 | 2.500 | +2.00% | +2.00% |
| +50bp | 3.285 | 93.883 | 2.500 | +0.06% | +0.06% |