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 14.5y) |
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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 (2026-06-30) |
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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 2026-08-31・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 | 2.1982 % |
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| Accrued Interest | 1.066849 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.25 |
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| Macaulay Duration | 12.38 |
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| DV01 | — |
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| Convexity | 172.7 |
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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 |
| …(25 omitted)… |
| 2040-09-20 | coupon | 1.100 |
| 2041-03-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 14.5y) | 3.410 % → ref. price 86.203 |
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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 | 2.883 | 92.034 | -0.561 | +6.04% | +24.16% |
| -25bp | 3.133 | 89.308 | -0.561 | +2.92% | +11.66% |
| Unchanged (roll-down) | 3.383 | 86.674 | -0.561 | -0.10% | -0.41% |
| +25bp | 3.633 | 84.129 | -0.561 | -3.02% | -12.08% |
| +50bp | 3.883 | 81.670 | -0.561 | -5.84% | -23.35% |
| 6m 2027-03-13 | -50bp | 2.857 | 92.441 | 1.082 | +8.39% | +16.77% |
| -25bp | 3.107 | 89.741 | 1.082 | +5.29% | +10.59% |
| Unchanged (roll-down) | 3.357 | 87.130 | 1.082 | +2.30% | +4.60% |
| +25bp | 3.607 | 84.607 | 1.082 | -0.59% | -1.18% |
| +50bp | 3.857 | 82.167 | 1.082 | -3.39% | -6.77% |
| 12m 2027-09-13 | -50bp | 2.802 | 93.241 | 2.200 | +10.58% | +10.58% |
| -25bp | 3.052 | 90.596 | 2.200 | +7.55% | +7.55% |
| Unchanged (roll-down) | 3.302 | 88.036 | 2.200 | +4.62% | +4.62% |
| +25bp | 3.552 | 85.559 | 2.200 | +1.78% | +1.78% |
| +50bp | 3.802 | 83.161 | 2.200 | -0.97% | -0.97% |