bonds / 30Y / JGB (30-Year) No. 27
Bond Information
| Name | JGB (30-Year) No. 27 |
|---|
| ISIN | — |
|---|
| Issue # | 27 |
|---|
| Coupon (%) | 2.5% semi-annual |
|---|
| Issue Date | 2007-10-22 |
|---|
| Maturity | 2037-09-20 （Remaining 10.9y） |
|---|
| Outstanding | ¥1.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.9T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| STRIPS principal | ¥4.8B （2026-09-30） |
|---|
| SLF usage | last 30d —／ total ¥140B（last 2026-04-17・BOJ） |
|---|
| BOJ Holding | ¥348.1B（19.3%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.500 % |
|---|
| Compound Yield | 2.4981 % |
|---|
| Accrued Interest | 0.260274 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 9.47 |
|---|
| Macaulay Duration | 9.59 |
|---|
| DV01 | — |
|---|
| Convexity | 102.1 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| 2028-03-20 | coupon | 1.250 |
| …（17 omitted）… |
| 2037-03-20 | coupon | 1.250 |
| 2037-09-20 | coupon + redemption | 101.250 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 10.9y) | 2.933 % → ref. price 95.965 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.406 | 100.859 | 0.630 | +5.74% | +22.96% |
| -25bp | 2.656 | 98.541 | 0.630 | +3.33% | +13.33% |
| Unchanged (roll-down) | 2.906 | 96.284 | 0.630 | +0.99% | +3.95% |
| +25bp | 3.156 | 94.086 | 0.630 | -1.30% | -5.19% |
| +50bp | 3.406 | 91.944 | 0.630 | -3.52% | -14.10% |
| 6m 2027-04-28 | -50bp | 2.380 | 101.074 | 1.257 | +6.62% | +13.23% |
| -25bp | 2.630 | 98.798 | 1.257 | +4.25% | +8.50% |
| Unchanged (roll-down) | 2.880 | 96.579 | 1.257 | +1.94% | +3.89% |
| +25bp | 3.130 | 94.416 | 1.257 | -0.30% | -0.61% |
| +50bp | 3.380 | 92.309 | 1.257 | -2.49% | -4.99% |
| 12m 2027-10-28 | -50bp | 2.324 | 101.532 | 2.500 | +8.38% | +8.38% |
| -25bp | 2.574 | 99.339 | 2.500 | +6.10% | +6.10% |
| Unchanged (roll-down) | 2.824 | 97.201 | 2.500 | +3.88% | +3.88% |
| +25bp | 3.074 | 95.114 | 2.500 | +1.71% | +1.71% |
| +50bp | 3.324 | 93.078 | 2.500 | -0.40% | -0.40% |