bonds / 30Y / JGB (30-Year) No. 34
Bond Information
| Name | JGB (30-Year) No. 34 |
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| ISIN | — |
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| Issue # | 34 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2011-03-22 |
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| Maturity | 2041-03-20 (Remaining 14.4y) |
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| Outstanding | ¥3.6T (2026-03-31・MOF) |
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| Total issued | ¥3.4T (annual report, FY-end) |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥1B (2026-09-30) |
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| SLF usage | last 30d —/ total ¥15.4B(last 2026-07-09・BOJ) |
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| BOJ Holding | ¥543.6B(15.1%)(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 | 2.1989 % |
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| Accrued Interest | 0.229041 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.26 |
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| Macaulay Duration | 12.39 |
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| DV01 | — |
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| Convexity | 171.6 |
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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 |
| …(24 omitted)… |
| 2040-09-20 | coupon | 1.100 |
| 2041-03-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 14.4y) | 3.308 % → ref. price 87.374 |
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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 | 2.781 | 93.229 | 0.555 | +7.32% | +29.27% |
| -25bp | 3.031 | 90.482 | 0.555 | +4.18% | +16.73% |
| Unchanged (roll-down) | 3.281 | 87.828 | 0.555 | +1.15% | +4.61% |
| +25bp | 3.531 | 85.263 | 0.555 | -1.78% | -7.11% |
| +50bp | 3.781 | 82.784 | 0.555 | -4.61% | -18.43% |
| 6m 2027-04-28 | -50bp | 2.754 | 93.608 | 1.106 | +8.38% | +16.76% |
| -25bp | 3.004 | 90.889 | 1.106 | +5.28% | +10.55% |
| Unchanged (roll-down) | 3.254 | 88.260 | 1.106 | +2.27% | +4.55% |
| +25bp | 3.504 | 85.717 | 1.106 | -0.63% | -1.26% |
| +50bp | 3.754 | 83.259 | 1.106 | -3.44% | -6.87% |
| 12m 2027-10-28 | -50bp | 2.701 | 94.387 | 2.200 | +10.52% | +10.52% |
| -25bp | 2.951 | 91.725 | 2.200 | +7.48% | +7.48% |
| Unchanged (roll-down) | 3.201 | 89.149 | 2.200 | +4.54% | +4.54% |
| +25bp | 3.451 | 86.655 | 2.200 | +1.69% | +1.69% |
| +50bp | 3.701 | 84.241 | 2.200 | -1.06% | -1.06% |