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 3.3y） |
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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 2026-10-20・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 | 2.3945 % |
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| Accrued Interest | 0.453699 (69 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.16 |
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| Macaulay Duration | 3.20 |
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| DV01 | — |
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| Convexity | 11.8 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 3.3y) | 2.024 % → ref. price 101.184 |
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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 | 1.488 | 102.707 | 0.605 | +2.09% | +8.37% |
| -25bp | 1.738 | 101.951 | 0.605 | +1.35% | +5.40% |
| Unchanged (roll-down) | 1.988 | 101.203 | 0.605 | +0.61% | +2.46% |
| +25bp | 2.238 | 100.461 | 0.605 | -0.12% | -0.47% |
| +50bp | 2.488 | 99.725 | 0.605 | -0.84% | -3.36% |
| 6m 2027-04-28 | -50bp | 1.459 | 102.582 | 1.187 | +2.54% | +5.09% |
| -25bp | 1.709 | 101.886 | 1.187 | +1.86% | +3.72% |
| Unchanged (roll-down) | 1.959 | 101.195 | 1.187 | +1.18% | +2.36% |
| +25bp | 2.209 | 100.511 | 1.187 | +0.51% | +1.01% |
| +50bp | 2.459 | 99.832 | 1.187 | -0.16% | -0.33% |
| 12m 2027-10-28 | -50bp | 1.406 | 102.242 | 2.400 | +3.40% | +3.40% |
| -25bp | 1.656 | 101.668 | 2.400 | +2.84% | +2.84% |
| Unchanged (roll-down) | 1.906 | 101.098 | 2.400 | +2.28% | +2.28% |
| +25bp | 2.156 | 100.532 | 2.400 | +1.72% | +1.72% |
| +50bp | 2.406 | 99.969 | 2.400 | +1.17% | +1.17% |