bonds / 30Y / JGB (30-Year) No. 2
Bond Information
| Name | JGB (30-Year) No. 2 |
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| ISIN | — |
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| Issue # | 2 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2000-02-21 |
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| Maturity | 2030-02-20 （Remaining 3.4y） |
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| Outstanding | ¥420.4B （2026-03-31・MOF） |
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| Total issued | ¥433.4B （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| BOJ Holding | ¥203.1B（48.3%）（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 | 2.3949 % |
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| Accrued Interest | 0.157808 (24 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.28 |
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| Macaulay Duration | 3.32 |
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| DV01 | — |
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| Convexity | 12.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-02-20 | coupon | 1.200 |
| 2027-08-20 | coupon | 1.200 |
| 2028-02-20 | coupon | 1.200 |
| …（2 omitted）… |
| 2029-08-20 | coupon | 1.200 |
| 2030-02-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2000-02-03 | new | 1.83 | — | 2.475 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 3.4y) | 2.029 % → ref. price 101.212 |
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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 | 1.486 | 102.821 | 0.598 | +2.18% | +8.71% |
| -25bp | 1.736 | 102.035 | 0.598 | +1.40% | +5.61% |
| Unchanged (roll-down) | 1.986 | 101.256 | 0.598 | +0.63% | +2.54% |
| +25bp | 2.236 | 100.484 | 0.598 | -0.13% | -0.51% |
| +50bp | 2.486 | 99.719 | 0.598 | -0.88% | -3.53% |
| 6m 2027-03-13 | -50bp | 1.446 | 102.733 | 1.180 | +2.67% | +5.33% |
| -25bp | 1.696 | 102.006 | 1.180 | +1.95% | +3.90% |
| Unchanged (roll-down) | 1.946 | 101.285 | 1.180 | +1.24% | +2.47% |
| +25bp | 2.196 | 100.571 | 1.180 | +0.53% | +1.06% |
| +50bp | 2.446 | 99.862 | 1.180 | -0.17% | -0.33% |
| 12m 2027-09-13 | -50bp | 1.380 | 102.423 | 2.400 | +3.56% | +3.56% |
| -25bp | 1.630 | 101.818 | 2.400 | +2.97% | +2.97% |
| Unchanged (roll-down) | 1.880 | 101.217 | 2.400 | +2.37% | +2.37% |
| +25bp | 2.130 | 100.621 | 2.400 | +1.78% | +1.78% |
| +50bp | 2.380 | 100.029 | 2.400 | +1.20% | +1.20% |