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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 14.5y)
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 (2026-06-30)
SLF usagelast 30d / total ¥15.4B(last 2026-07-09・BOJ)
BOJ Holding¥543.6B(15.1%)(as of 2026-08-31・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 Yield2.1982 %
Accrued Interest1.066849 (177 days) per 100
Settlement Amount
Modified Duration12.25
Macaulay Duration12.38
DV01
Convexity172.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon1.100
2027-03-20coupon1.100
2027-09-20coupon1.100
…(25 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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 14.5y)3.410 % → ref. price 86.203
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp2.88392.034-0.561+6.04%+24.16%
-25bp3.13389.308-0.561+2.92%+11.66%
Unchanged (roll-down)3.38386.674-0.561-0.10%-0.41%
+25bp3.63384.129-0.561-3.02%-12.08%
+50bp3.88381.670-0.561-5.84%-23.35%
6m 2027-03-13-50bp2.85792.4411.082+8.39%+16.77%
-25bp3.10789.7411.082+5.29%+10.59%
Unchanged (roll-down)3.35787.1301.082+2.30%+4.60%
+25bp3.60784.6071.082-0.59%-1.18%
+50bp3.85782.1671.082-3.39%-6.77%
12m 2027-09-13-50bp2.80293.2412.200+10.58%+10.58%
-25bp3.05290.5962.200+7.55%+7.55%
Unchanged (roll-down)3.30288.0362.200+4.62%+4.62%
+25bp3.55285.5592.200+1.78%+1.78%
+50bp3.80283.1612.200-0.97%-0.97%