bonds / 30Y / JGB (30-Year) No. 28
Bond Information
| Name | JGB (30-Year) No. 28 |
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| ISIN | — |
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| Issue # | 28 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2008-04-18 |
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| Maturity | 2038-03-20 （Remaining 11.5y） |
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| Outstanding | ¥2.4T （2026-03-31・MOF） |
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| Total issued | ¥2.4T （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 | ¥2.1B （2026-06-30） |
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| BOJ Holding | ¥272.1B（11.4%）（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 | 2.4980 % |
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| Accrued Interest | 1.212329 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 9.84 |
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| Macaulay Duration | 9.96 |
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| DV01 | — |
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| Convexity | 111.5 |
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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 |
| …（19 omitted）… |
| 2037-09-20 | coupon | 1.250 |
| 2038-03-20 | coupon + redemption | 101.250 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 11.5y) | 3.085 % → ref. price 94.348 |
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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 | 2.557 | 99.429 | -0.637 | +4.65% | +18.60% |
| -25bp | 2.807 | 97.035 | -0.637 | +2.15% | +8.58% |
| Unchanged (roll-down) | 3.057 | 94.706 | -0.637 | -0.29% | -1.17% |
| +25bp | 3.307 | 92.441 | -0.637 | -2.66% | -10.65% |
| +50bp | 3.557 | 90.238 | -0.637 | -4.97% | -19.87% |
| 6m 2027-03-13 | -50bp | 2.531 | 99.696 | 1.229 | +6.88% | +13.77% |
| -25bp | 2.781 | 97.340 | 1.229 | +4.42% | +8.84% |
| Unchanged (roll-down) | 3.031 | 95.047 | 1.229 | +2.02% | +4.04% |
| +25bp | 3.281 | 92.815 | 1.229 | -0.32% | -0.63% |
| +50bp | 3.531 | 90.643 | 1.229 | -2.59% | -5.18% |
| 12m 2027-09-13 | -50bp | 2.476 | 100.201 | 2.500 | +8.74% | +8.74% |
| -25bp | 2.726 | 97.925 | 2.500 | +6.36% | +6.36% |
| Unchanged (roll-down) | 2.976 | 95.707 | 2.500 | +4.04% | +4.04% |
| +25bp | 3.226 | 93.546 | 2.500 | +1.78% | +1.78% |
| +50bp | 3.476 | 91.440 | 2.500 | -0.43% | -0.43% |