bonds / 30Y / JGB (30-Year) No. 35
Bond Information
| Name | JGB (30-Year) No. 35 |
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| ISIN | — |
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| Issue # | 35 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2011-09-20 |
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| Maturity | 2041-09-20 （Remaining 15y） |
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| Outstanding | ¥4T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥3.5B （2026-06-30） |
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| SLF usage | last 30d ¥45B／ total ¥115B（last 2026-08-17・BOJ） |
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| BOJ Holding | ¥596B（15.0%）（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 | 2.000 % |
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| Compound Yield | 1.9980 % |
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| Accrued Interest | 0.969863 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.80 |
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| Macaulay Duration | 12.93 |
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| DV01 | — |
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| Convexity | 187.4 |
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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 | 1.000 |
| 2027-03-20 | coupon | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| …（26 omitted）… |
| 2041-03-20 | coupon | 1.000 |
| 2041-09-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 15.0y) | 3.464 % → ref. price 82.933 |
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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 | 2.939 | 88.794 | -0.510 | +6.38% | +25.51% |
| -25bp | 3.189 | 86.060 | -0.510 | +3.12% | +12.47% |
| Unchanged (roll-down) | 3.439 | 83.421 | -0.510 | -0.03% | -0.10% |
| +25bp | 3.689 | 80.875 | -0.510 | -3.06% | -12.24% |
| +50bp | 3.939 | 78.417 | -0.510 | -5.99% | -23.96% |
| 6m 2027-03-13 | -50bp | 2.912 | 89.240 | 0.984 | +8.69% | +17.38% |
| -25bp | 3.162 | 86.529 | 0.984 | +5.46% | +10.92% |
| Unchanged (roll-down) | 3.412 | 83.911 | 0.984 | +2.34% | +4.67% |
| +25bp | 3.662 | 81.383 | 0.984 | -0.68% | -1.35% |
| +50bp | 3.912 | 78.943 | 0.984 | -3.58% | -7.17% |
| 12m 2027-09-13 | -50bp | 2.857 | 90.124 | 2.000 | +10.95% | +10.95% |
| -25bp | 3.107 | 87.462 | 2.000 | +7.78% | +7.78% |
| Unchanged (roll-down) | 3.357 | 84.890 | 2.000 | +4.72% | +4.72% |
| +25bp | 3.607 | 82.403 | 2.000 | +1.75% | +1.75% |
| +50bp | 3.857 | 79.999 | 2.000 | -1.11% | -1.11% |