bonds / 30Y / JGB (30-Year) No. 3
Bond Information
| Name | JGB (30-Year) No. 3 |
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| ISIN | — |
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| Issue # | 3 |
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| Coupon (%) | 2.3% semi-annual |
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| Issue Date | 2000-05-25 |
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| Maturity | 2030-05-20 （Remaining 3.6y） |
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| Outstanding | ¥462.4B （2026-03-31・MOF） |
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| Total issued | ¥470.8B （annual report, FY-end） |
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| Statutory basis | 借換前倒 |
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| BOJ Holding | ¥258B（55.8%）（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 | 2.300 % |
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| Compound Yield | 2.2979 % |
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| Accrued Interest | 1.014521 (161 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.37 |
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| Macaulay Duration | 3.41 |
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| DV01 | — |
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| Convexity | 13.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-11-20 | coupon | 1.150 |
| 2027-05-20 | coupon | 1.150 |
| 2027-11-20 | coupon | 1.150 |
| …（3 omitted）… |
| 2029-11-20 | coupon | 1.150 |
| 2030-05-20 | coupon + redemption | 101.150 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2000-05-17 | new | 1.54 | — | 2.370 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 3.6y) | 2.058 % → ref. price 100.818 |
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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 | 1.523 | 102.502 | -0.580 | +1.08% | +4.34% |
| -25bp | 1.773 | 101.690 | -0.580 | +0.29% | +1.15% |
| Unchanged (roll-down) | 2.023 | 100.885 | -0.580 | -0.50% | -2.01% |
| +25bp | 2.273 | 100.088 | -0.580 | -1.29% | -5.15% |
| +50bp | 2.523 | 99.299 | -0.580 | -2.06% | -8.25% |
| 6m 2027-04-28 | -50bp | 1.488 | 102.426 | 1.137 | +2.70% | +5.39% |
| -25bp | 1.738 | 101.673 | 1.137 | +1.96% | +3.91% |
| Unchanged (roll-down) | 1.988 | 100.926 | 1.137 | +1.22% | +2.45% |
| +25bp | 2.238 | 100.186 | 1.137 | +0.50% | +0.99% |
| +50bp | 2.488 | 99.452 | 1.137 | -0.22% | -0.45% |
| 12m 2027-10-28 | -50bp | 1.432 | 102.169 | 2.300 | +3.59% | +3.59% |
| -25bp | 1.682 | 101.537 | 2.300 | +2.96% | +2.96% |
| Unchanged (roll-down) | 1.932 | 100.909 | 2.300 | +2.35% | +2.35% |
| +25bp | 2.182 | 100.286 | 2.300 | +1.74% | +1.74% |
| +50bp | 2.432 | 99.667 | 2.300 | +1.13% | +1.13% |