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 11.9y) |
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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 ¥103.4B(last 2026-09-24・BOJ) |
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| BOJ Holding | ¥497.2B(19.6%)(as of 2026-10-20・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 | 2.3983 % |
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| Accrued Interest | 0.249863 (38 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 | 120.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| 2028-03-20 | coupon | 1.200 |
| …(19 omitted)… |
| 2038-03-20 | coupon | 1.200 |
| 2038-09-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 11.9y) | 3.040 % → ref. price 93.628 |
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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 2027-01-28 | -50bp | 2.513 | 98.845 | 0.605 | +6.20% | +24.80% |
| -25bp | 2.763 | 96.385 | 0.605 | +3.58% | +14.32% |
| Unchanged (roll-down) | 3.013 | 93.994 | 0.605 | +1.03% | +4.14% |
| +25bp | 3.263 | 91.671 | 0.605 | -1.44% | -5.76% |
| +50bp | 3.513 | 89.413 | 0.605 | -3.85% | -15.38% |
| 6m 2027-04-28 | -50bp | 2.487 | 99.115 | 1.207 | +7.13% | +14.26% |
| -25bp | 2.737 | 96.692 | 1.207 | +4.55% | +9.10% |
| Unchanged (roll-down) | 2.987 | 94.336 | 1.207 | +2.04% | +4.08% |
| +25bp | 3.237 | 92.045 | 1.207 | -0.40% | -0.80% |
| +50bp | 3.487 | 89.818 | 1.207 | -2.77% | -5.55% |
| 12m 2027-10-28 | -50bp | 2.433 | 99.667 | 2.400 | +8.99% | +8.99% |
| -25bp | 2.683 | 97.322 | 2.400 | +6.49% | +6.49% |
| Unchanged (roll-down) | 2.933 | 95.038 | 2.400 | +4.06% | +4.06% |
| +25bp | 3.183 | 92.816 | 2.400 | +1.69% | +1.69% |
| +50bp | 3.433 | 90.652 | 2.400 | -0.61% | -0.61% |