bonds / 30Y / JGB (30-Year) No. 31
Bond Information
| Name | JGB (30-Year) No. 31 |
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| ISIN | — |
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| Issue # | 31 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2009-10-14 |
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| Maturity | 2039-09-20 （Remaining 12.9y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| Total issued | ¥2.9T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| BOJ Holding | ¥360.4B（12.5%）（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 | 2.200 % |
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| Compound Yield | 2.1986 % |
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| Accrued Interest | 0.229041 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.16 |
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| Macaulay Duration | 11.28 |
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| DV01 | — |
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| Convexity | 141.2 |
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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 | 1.100 |
| 2027-09-20 | coupon | 1.100 |
| 2028-03-20 | coupon | 1.100 |
| …（21 omitted）… |
| 2039-03-20 | coupon | 1.100 |
| 2039-09-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 12.9y) | 3.147 % → ref. price 90.001 |
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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 | 2.620 | 95.482 | 0.555 | +6.69% | +26.76% |
| -25bp | 2.870 | 92.914 | 0.555 | +3.84% | +15.37% |
| Unchanged (roll-down) | 3.120 | 90.424 | 0.555 | +1.08% | +4.33% |
| +25bp | 3.370 | 88.010 | 0.555 | -1.59% | -6.37% |
| +50bp | 3.620 | 85.669 | 0.555 | -4.19% | -16.75% |
| 6m 2027-04-28 | -50bp | 2.594 | 95.819 | 1.106 | +7.67% | +15.35% |
| -25bp | 2.844 | 93.284 | 1.106 | +4.86% | +9.73% |
| Unchanged (roll-down) | 3.094 | 90.824 | 1.106 | +2.14% | +4.27% |
| +25bp | 3.344 | 88.437 | 1.106 | -0.51% | -1.01% |
| +50bp | 3.594 | 86.122 | 1.106 | -3.07% | -6.15% |
| 12m 2027-10-28 | -50bp | 2.540 | 96.508 | 2.200 | +9.65% | +9.65% |
| -25bp | 2.790 | 94.041 | 2.200 | +6.92% | +6.92% |
| Unchanged (roll-down) | 3.040 | 91.645 | 2.200 | +4.26% | +4.26% |
| +25bp | 3.290 | 89.318 | 2.200 | +1.68% | +1.68% |
| +50bp | 3.540 | 87.058 | 2.200 | -0.82% | -0.82% |