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 10.4y） |
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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 （2026-09-30） |
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| SLF usage | last 30d —／ total ¥18.2B（last 2026-06-04・BOJ） |
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| BOJ Holding | ¥364.6B（18.4%）（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 | 2.400 % |
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| Compound Yield | 2.3989 % |
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| Accrued Interest | 0.249863 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.13 |
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| Macaulay Duration | 9.24 |
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| DV01 | — |
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| Convexity | 94.5 |
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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 | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| 2028-03-20 | coupon | 1.200 |
| …（16 omitted）… |
| 2036-09-20 | coupon | 1.200 |
| 2037-03-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 10.4y) | 2.879 % → ref. price 95.710 |
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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 | 2.352 | 100.420 | 0.605 | +5.54% | +22.15% |
| -25bp | 2.602 | 98.197 | 0.605 | +3.22% | +12.89% |
| Unchanged (roll-down) | 2.852 | 96.030 | 0.605 | +0.96% | +3.86% |
| +25bp | 3.102 | 93.917 | 0.605 | -1.24% | -4.95% |
| +50bp | 3.352 | 91.857 | 0.605 | -3.39% | -13.54% |
| 6m 2027-04-28 | -50bp | 2.324 | 100.653 | 1.207 | +6.41% | +12.82% |
| -25bp | 2.574 | 98.472 | 1.207 | +4.14% | +8.27% |
| Unchanged (roll-down) | 2.824 | 96.344 | 1.207 | +1.92% | +3.84% |
| +25bp | 3.074 | 94.268 | 1.207 | -0.25% | -0.49% |
| +50bp | 3.324 | 92.242 | 1.207 | -2.36% | -4.71% |
| 12m 2027-10-28 | -50bp | 2.259 | 101.179 | 2.400 | +8.20% | +8.20% |
| -25bp | 2.509 | 99.083 | 2.400 | +6.02% | +6.02% |
| Unchanged (roll-down) | 2.759 | 97.036 | 2.400 | +3.88% | +3.88% |
| +25bp | 3.009 | 95.037 | 2.400 | +1.80% | +1.80% |
| +50bp | 3.259 | 93.084 | 2.400 | -0.24% | -0.24% |