bonds / 30Y / JGB (30-Year) No. 1
Bond Information
| Name | JGB (30-Year) No. 1 |
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| ISIN | — |
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| Issue # | 1 |
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| Coupon (%) | 2.8% semi-annual |
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| Issue Date | 1999-09-20 |
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| Maturity | 2029-09-20 （Remaining 3y） |
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| Outstanding | ¥221.4B （2026-03-31・MOF） |
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| Total issued | ¥273.2B （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| BOJ Holding | ¥16.6B（7.5%）（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 | 2.800 % |
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| Compound Yield | 2.7935 % |
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| Accrued Interest | 1.357808 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.84 |
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| Macaulay Duration | 2.88 |
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| DV01 | — |
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| Convexity | 9.7 |
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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 | 1.400 |
| 2027-03-20 | coupon | 1.400 |
| 2027-09-20 | coupon | 1.400 |
| …（2 omitted）… |
| 2029-03-20 | coupon | 1.400 |
| 2029-09-20 | coupon + redemption | 101.400 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 1999-09-02 | new | 4.88 | — | 2.840 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 3.0y) | 1.957 % → ref. price 102.442 |
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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 | 1.424 | 103.720 | -0.713 | +0.54% | +2.17% |
| -25bp | 1.674 | 103.030 | -0.713 | -0.12% | -0.48% |
| Unchanged (roll-down) | 1.924 | 102.346 | -0.713 | -0.78% | -3.12% |
| +25bp | 2.174 | 101.667 | -0.713 | -1.43% | -5.74% |
| +50bp | 2.424 | 100.994 | -0.713 | -2.08% | -8.33% |
| 6m 2027-03-13 | -50bp | 1.392 | 103.476 | 1.377 | +2.32% | +4.65% |
| -25bp | 1.642 | 102.847 | 1.377 | +1.72% | +3.43% |
| Unchanged (roll-down) | 1.892 | 102.223 | 1.377 | +1.12% | +2.23% |
| +25bp | 2.142 | 101.603 | 1.377 | +0.52% | +1.04% |
| +50bp | 2.392 | 100.988 | 1.377 | -0.07% | -0.15% |
| 12m 2027-09-13 | -50bp | 1.326 | 102.913 | 2.800 | +3.15% | +3.15% |
| -25bp | 1.576 | 102.408 | 2.800 | +2.67% | +2.67% |
| Unchanged (roll-down) | 1.826 | 101.907 | 2.800 | +2.18% | +2.18% |
| +25bp | 2.076 | 101.408 | 2.800 | +1.70% | +1.70% |
| +50bp | 2.326 | 100.913 | 2.800 | +1.22% | +1.22% |