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 14.9y） |
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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 （2026-09-30） |
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| SLF usage | last 30d —／ total ¥115B（last 2026-08-17・BOJ） |
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| BOJ Holding | ¥596B（15.0%）（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 | 2.000 % |
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| Compound Yield | 1.9985 % |
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| Accrued Interest | 0.208219 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.81 |
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| Macaulay Duration | 12.94 |
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| DV01 | — |
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| Convexity | 186.1 |
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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 | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| 2028-03-20 | coupon | 1.000 |
| …（25 omitted）… |
| 2041-03-20 | coupon | 1.000 |
| 2041-09-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 14.9y) | 3.362 % → ref. price 84.117 |
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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 | 2.835 | 90.027 | 0.504 | +7.61% | +30.42% |
| -25bp | 3.085 | 87.269 | 0.504 | +4.34% | +17.34% |
| Unchanged (roll-down) | 3.335 | 84.607 | 0.504 | +1.18% | +4.71% |
| +25bp | 3.585 | 82.038 | 0.504 | -1.87% | -7.47% |
| +50bp | 3.835 | 79.557 | 0.504 | -4.81% | -19.24% |
| 6m 2027-04-28 | -50bp | 2.808 | 90.448 | 1.005 | +8.70% | +17.40% |
| -25bp | 3.058 | 87.714 | 1.005 | +5.46% | +10.92% |
| Unchanged (roll-down) | 3.308 | 85.074 | 1.005 | +2.33% | +4.65% |
| +25bp | 3.558 | 82.525 | 1.005 | -0.70% | -1.39% |
| +50bp | 3.808 | 80.063 | 1.005 | -3.62% | -7.23% |
| 12m 2027-10-28 | -50bp | 2.755 | 91.311 | 2.000 | +10.90% | +10.90% |
| -25bp | 3.005 | 88.630 | 2.000 | +7.72% | +7.72% |
| Unchanged (roll-down) | 3.255 | 86.037 | 2.000 | +4.65% | +4.65% |
| +25bp | 3.505 | 83.531 | 2.000 | +1.68% | +1.68% |
| +50bp | 3.755 | 81.107 | 2.000 | -1.20% | -1.20% |