bonds / 30Y / JGB (30-Year) No. 29
Bond Information
| Name | JGB (30-Year) No. 29 |
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| ISIN | — |
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| Issue # | 29 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2008-10-24 |
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| Maturity | 2038-09-20 (Remaining 12y) |
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| Outstanding | ¥2.5T (2026-03-31・MOF) |
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| Total issued | ¥2.6T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —/ total ¥103.1B(last 2026-02-19・BOJ) |
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| BOJ Holding | ¥497.2B(19.6%)(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 | 2.400 % |
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| Compound Yield | 2.3975 % |
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| Accrued Interest | 1.163836 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.28 |
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| Macaulay Duration | 10.40 |
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| DV01 | — |
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| Convexity | 121.4 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …(20 omitted)… |
| 2038-03-20 | coupon | 1.200 |
| 2038-09-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 12.0y) | 3.139 % → ref. price 92.616 |
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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 | 2.612 | 97.842 | -0.612 | +4.92% | +19.68% |
| -25bp | 2.862 | 95.388 | -0.612 | +2.30% | +9.22% |
| Unchanged (roll-down) | 3.112 | 93.004 | -0.612 | -0.24% | -0.95% |
| +25bp | 3.362 | 90.688 | -0.612 | -2.71% | -10.83% |
| +50bp | 3.612 | 88.437 | -0.612 | -5.11% | -20.43% |
| 6m 2027-03-13 | -50bp | 2.585 | 98.145 | 1.180 | +7.15% | +14.31% |
| -25bp | 2.835 | 95.726 | 1.180 | +4.57% | +9.15% |
| Unchanged (roll-down) | 3.085 | 93.376 | 1.180 | +2.07% | +4.14% |
| +25bp | 3.335 | 91.090 | 1.180 | -0.37% | -0.74% |
| +50bp | 3.585 | 88.869 | 1.180 | -2.74% | -5.48% |
| 12m 2027-09-13 | -50bp | 2.531 | 98.723 | 2.400 | +9.07% | +9.07% |
| -25bp | 2.781 | 96.379 | 2.400 | +6.57% | +6.57% |
| Unchanged (roll-down) | 3.031 | 94.099 | 2.400 | +4.14% | +4.14% |
| +25bp | 3.281 | 91.880 | 2.400 | +1.77% | +1.77% |
| +50bp | 3.531 | 89.720 | 2.400 | -0.53% | -0.53% |