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bonds / 30Y / JGB (30-Year) No. 34

Bond Information

NameJGB (30-Year) No. 34
ISIN—
Issue #34
Coupon (%)2.2% semi-annual
Issue Date2011-03-22
Maturity2041-03-20 (Remaining 14.4y)
Outstanding¥3.6T (2026-03-31・MOF)
Total issued¥3.4T (annual report, FY-end)
Statutory basis4条特例借換前倒財投
STRIPS principal¥1B (2026-09-30)
SLF usagelast 30d —/ total ¥15.4B(last 2026-07-09・BOJ)
BOJ Holding¥543.6B(15.1%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield2.200 %
Compound Yield2.1989 %
Accrued Interest0.229041 (38 days) per 100
Settlement Amount—
Modified Duration12.26
Macaulay Duration12.39
DV01—
Convexity171.6

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon1.100
2027-09-20coupon1.100
2028-03-20coupon1.100
…(24 omitted)…
2040-09-20coupon1.100
2041-03-20coupon + redemption101.100

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2011-07-07reopen3.75132.094
2011-06-07reopen3.16242.038
2011-04-12reopen3.39112.241
2011-03-08new3.58132.184

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 14.4y)3.308 % → ref. price 87.374
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp2.78193.2290.555+7.32%+29.27%
-25bp3.03190.4820.555+4.18%+16.73%
Unchanged (roll-down)3.28187.8280.555+1.15%+4.61%
+25bp3.53185.2630.555-1.78%-7.11%
+50bp3.78182.7840.555-4.61%-18.43%
6m 2027-04-28-50bp2.75493.6081.106+8.38%+16.76%
-25bp3.00490.8891.106+5.28%+10.55%
Unchanged (roll-down)3.25488.2601.106+2.27%+4.55%
+25bp3.50485.7171.106-0.63%-1.26%
+50bp3.75483.2591.106-3.44%-6.87%
12m 2027-10-28-50bp2.70194.3872.200+10.52%+10.52%
-25bp2.95191.7252.200+7.48%+7.48%
Unchanged (roll-down)3.20189.1492.200+4.54%+4.54%
+25bp3.45186.6552.200+1.69%+1.69%
+50bp3.70184.2412.200-1.06%-1.06%