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 2.9y） |
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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 2026-10-20・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 | 2.800 % |
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| Compound Yield | 2.7969 % |
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| Accrued Interest | 0.291507 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.76 |
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| Macaulay Duration | 2.80 |
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| DV01 | — |
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| Convexity | 9.1 |
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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 | 1.400 |
| 2027-09-20 | coupon | 1.400 |
| 2028-03-20 | coupon | 1.400 |
| …（1 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 2.9y) | 1.968 % → ref. price 102.325 |
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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 | 1.441 | 103.508 | 0.706 | +1.84% | +7.36% |
| -25bp | 1.691 | 102.850 | 0.706 | +1.20% | +4.80% |
| Unchanged (roll-down) | 1.941 | 102.197 | 0.706 | +0.56% | +2.25% |
| +25bp | 2.191 | 101.549 | 0.706 | -0.07% | -0.27% |
| +50bp | 2.441 | 100.906 | 0.706 | -0.70% | -2.78% |
| 6m 2027-04-28 | -50bp | 1.415 | 103.238 | 1.408 | +2.26% | +4.52% |
| -25bp | 1.665 | 102.641 | 1.408 | +1.68% | +3.36% |
| Unchanged (roll-down) | 1.915 | 102.047 | 1.408 | +1.10% | +2.20% |
| +25bp | 2.165 | 101.458 | 1.408 | +0.53% | +1.05% |
| +50bp | 2.415 | 100.873 | 1.408 | -0.04% | -0.09% |
| 12m 2027-10-28 | -50bp | 1.348 | 102.704 | 2.800 | +3.10% | +3.10% |
| -25bp | 1.598 | 102.230 | 2.800 | +2.64% | +2.64% |
| Unchanged (roll-down) | 1.848 | 101.759 | 2.800 | +2.18% | +2.18% |
| +25bp | 2.098 | 101.290 | 2.800 | +1.72% | +1.72% |
| +50bp | 2.348 | 100.825 | 2.800 | +1.27% | +1.27% |