bonds / 30Y / JGB (30-Year) No. 26
Bond Information
| Name | JGB (30-Year) No. 26 |
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| ISIN | — |
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| Issue # | 26 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2007-04-20 |
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| Maturity | 2037-03-20 （Remaining 10.5y） |
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| Outstanding | ¥2T （2026-03-31・MOF） |
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| Total issued | ¥2.2T （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 | ¥26.2B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥18.2B（last 2026-06-04・BOJ） |
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| BOJ Holding | ¥341.2B（17.2%）（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 | 2.400 % |
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| Compound Yield | 2.3980 % |
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| Accrued Interest | 1.163836 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.15 |
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| Macaulay Duration | 9.26 |
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| DV01 | — |
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| Convexity | 95.7 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …（17 omitted）… |
| 2036-09-20 | coupon | 1.200 |
| 2037-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 10.5y) | 2.976 % → ref. price 94.810 |
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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 | 2.449 | 99.547 | -0.612 | +4.30% | +17.20% |
| -25bp | 2.699 | 97.322 | -0.612 | +1.98% | +7.92% |
| Unchanged (roll-down) | 2.949 | 95.154 | -0.612 | -0.28% | -1.11% |
| +25bp | 3.199 | 93.040 | -0.612 | -2.48% | -9.92% |
| +50bp | 3.449 | 90.979 | -0.612 | -4.63% | -18.51% |
| 6m 2027-03-13 | -50bp | 2.422 | 99.794 | 1.180 | +6.42% | +12.85% |
| -25bp | 2.672 | 97.611 | 1.180 | +4.15% | +8.30% |
| Unchanged (roll-down) | 2.922 | 95.481 | 1.180 | +1.93% | +3.86% |
| +25bp | 3.172 | 93.403 | 1.180 | -0.24% | -0.47% |
| +50bp | 3.422 | 91.377 | 1.180 | -2.35% | -4.69% |
| 12m 2027-09-13 | -50bp | 2.353 | 100.376 | 2.400 | +8.30% | +8.30% |
| -25bp | 2.603 | 98.275 | 2.400 | +6.11% | +6.11% |
| Unchanged (roll-down) | 2.853 | 96.223 | 2.400 | +3.97% | +3.97% |
| +25bp | 3.103 | 94.220 | 2.400 | +1.89% | +1.89% |
| +50bp | 3.353 | 92.263 | 2.400 | -0.15% | -0.15% |