bonds / 30Y / JGB (30-Year) No. 27
Bond Information
| Name | JGB (30-Year) No. 27 |
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| ISIN | — |
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| Issue # | 27 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2007-10-22 |
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| Maturity | 2037-09-20 （Remaining 11y） |
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| Outstanding | ¥1.8T （2026-03-31・MOF） |
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| Total issued | ¥1.9T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥4.8B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥140B（last 2026-04-17・BOJ） |
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| BOJ Holding | ¥348.1B（19.3%）（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 | 2.500 % |
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| Compound Yield | 2.4971 % |
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| Accrued Interest | 1.212329 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.47 |
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| Macaulay Duration | 9.59 |
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| DV01 | — |
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| Convexity | 103.2 |
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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 | 1.250 |
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| …（18 omitted）… |
| 2037-03-20 | coupon | 1.250 |
| 2037-09-20 | coupon + redemption | 101.250 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 11.0y) | 3.031 % → ref. price 95.029 |
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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 | 2.504 | 99.947 | -0.637 | +4.45% | +17.79% |
| -25bp | 2.754 | 97.629 | -0.637 | +2.04% | +8.16% |
| Unchanged (roll-down) | 3.004 | 95.373 | -0.637 | -0.30% | -1.22% |
| +25bp | 3.254 | 93.176 | -0.637 | -2.59% | -10.35% |
| +50bp | 3.504 | 91.036 | -0.637 | -4.81% | -19.24% |
| 6m 2027-03-13 | -50bp | 2.477 | 100.196 | 1.229 | +6.65% | +13.29% |
| -25bp | 2.727 | 97.918 | 1.229 | +4.28% | +8.56% |
| Unchanged (roll-down) | 2.977 | 95.699 | 1.229 | +1.97% | +3.95% |
| +25bp | 3.227 | 93.537 | 1.229 | -0.27% | -0.55% |
| +50bp | 3.477 | 91.430 | 1.229 | -2.46% | -4.92% |
| 12m 2027-09-13 | -50bp | 2.422 | 100.661 | 2.500 | +8.45% | +8.45% |
| -25bp | 2.672 | 98.467 | 2.500 | +6.17% | +6.17% |
| Unchanged (roll-down) | 2.922 | 96.326 | 2.500 | +3.94% | +3.94% |
| +25bp | 3.172 | 94.238 | 2.500 | +1.78% | +1.78% |
| +50bp | 3.422 | 92.201 | 2.500 | -0.34% | -0.34% |