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bonds / 30Y / JGB (30-Year) No. 29

Bond Information

NameJGB (30-Year) No. 29
ISIN—
Issue #29
Coupon (%)2.4% semi-annual
Issue Date2008-10-24
Maturity2038-09-20 (Remaining 11.9y)
Outstanding¥2.5T (2026-03-31・MOF)
Total issued¥2.6T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d —/ total ¥103.4B(last 2026-09-24・BOJ)
BOJ Holding¥497.2B(19.6%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield2.400 %
Compound Yield2.3983 %
Accrued Interest0.249863 (38 days) per 100
Settlement Amount—
Modified Duration10.28
Macaulay Duration10.40
DV01—
Convexity120.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon1.200
2027-09-20coupon1.200
2028-03-20coupon1.200
…(19 omitted)…
2038-03-20coupon1.200
2038-09-20coupon + redemption101.200

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2009-03-05reopen2.50311.941
2009-01-20reopen3.29131.876
2008-10-21new3.18122.430

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 11.9y)3.040 % → ref. price 93.628
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.51398.8450.605+6.20%+24.80%
-25bp2.76396.3850.605+3.58%+14.32%
Unchanged (roll-down)3.01393.9940.605+1.03%+4.14%
+25bp3.26391.6710.605-1.44%-5.76%
+50bp3.51389.4130.605-3.85%-15.38%
6m 2027-04-28-50bp2.48799.1151.207+7.13%+14.26%
-25bp2.73796.6921.207+4.55%+9.10%
Unchanged (roll-down)2.98794.3361.207+2.04%+4.08%
+25bp3.23792.0451.207-0.40%-0.80%
+50bp3.48789.8181.207-2.77%-5.55%
12m 2027-10-28-50bp2.43399.6672.400+8.99%+8.99%
-25bp2.68397.3222.400+6.49%+6.49%
Unchanged (roll-down)2.93395.0382.400+4.06%+4.06%
+25bp3.18392.8162.400+1.69%+1.69%
+50bp3.43390.6522.400-0.61%-0.61%