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 13y） |
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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 2026-08-31・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 | 2.200 % |
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| Compound Yield | 2.1978 % |
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| Accrued Interest | 1.066849 (177 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 | 142.5 |
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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 | 1.100 |
| 2027-03-20 | coupon | 1.100 |
| 2027-09-20 | coupon | 1.100 |
| …（22 omitted）… |
| 2039-03-20 | coupon | 1.100 |
| 2039-09-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 13.0y) | 3.248 % → ref. price 88.919 |
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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 | 2.721 | 94.395 | -0.561 | +5.46% | +21.85% |
| -25bp | 2.971 | 91.838 | -0.561 | +2.62% | +10.49% |
| Unchanged (roll-down) | 3.221 | 89.361 | -0.561 | -0.13% | -0.53% |
| +25bp | 3.471 | 86.959 | -0.561 | -2.80% | -11.21% |
| +50bp | 3.721 | 84.630 | -0.561 | -5.39% | -21.56% |
| 6m 2027-03-13 | -50bp | 2.694 | 94.761 | 1.082 | +7.69% | +15.39% |
| -25bp | 2.944 | 92.236 | 1.082 | +4.89% | +9.78% |
| Unchanged (roll-down) | 3.194 | 89.787 | 1.082 | +2.17% | +4.33% |
| +25bp | 3.444 | 87.411 | 1.082 | -0.47% | -0.95% |
| +50bp | 3.694 | 85.108 | 1.082 | -3.03% | -6.07% |
| 12m 2027-09-13 | -50bp | 2.639 | 95.475 | 2.200 | +9.73% | +9.73% |
| -25bp | 2.889 | 93.015 | 2.200 | +7.00% | +7.00% |
| Unchanged (roll-down) | 3.139 | 90.628 | 2.200 | +4.34% | +4.34% |
| +25bp | 3.389 | 88.310 | 2.200 | +1.77% | +1.77% |
| +50bp | 3.639 | 86.058 | 2.200 | -0.73% | -0.73% |