bonds / 30Y / JGB (30-Year) No. 4
Bond Information
| Name | JGB (30-Year) No. 4 |
|---|
| ISIN | — |
|---|
| Issue # | 4 |
|---|
| Coupon (%) | 2.9% semi-annual |
|---|
| Issue Date | 2000-11-20 |
|---|
| Maturity | 2030-11-20 （Remaining 4.1y） |
|---|
| Outstanding | ¥863B （2026-03-31・MOF） |
|---|
| Total issued | ¥847.5B （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒 |
|---|
| SLF usage | last 30d —／ total ¥12.3B（last 2026-04-27・BOJ） |
|---|
| BOJ Holding | ¥648.1B（75.1%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.900 % |
|---|
| Compound Yield | 2.8947 % |
|---|
| Accrued Interest | 1.279178 (161 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 3.76 |
|---|
| Macaulay Duration | 3.82 |
|---|
| DV01 | — |
|---|
| Convexity | 16.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-11-20 | coupon | 1.450 |
| 2027-05-20 | coupon | 1.450 |
| 2027-11-20 | coupon | 1.450 |
| …（4 omitted）… |
| 2030-05-20 | coupon | 1.450 |
| 2030-11-20 | coupon + redemption | 101.450 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2000-11-08 | new | 2.45 | — | 2.960 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.1y) | 2.128 % → ref. price 102.970 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 1.594 | 104.804 | -0.731 | +1.06% | +4.23% |
| -25bp | 1.844 | 103.862 | -0.731 | +0.15% | +0.62% |
| Unchanged (roll-down) | 2.094 | 102.930 | -0.731 | -0.74% | -2.96% |
| +25bp | 2.344 | 102.007 | -0.731 | -1.62% | -6.50% |
| +50bp | 2.594 | 101.094 | -0.731 | -2.50% | -10.00% |
| 6m 2027-04-28 | -50bp | 1.559 | 104.627 | 1.434 | +2.96% | +5.93% |
| -25bp | 1.809 | 103.744 | 1.434 | +2.12% | +4.24% |
| Unchanged (roll-down) | 2.059 | 102.869 | 1.434 | +1.28% | +2.56% |
| +25bp | 2.309 | 102.004 | 1.434 | +0.45% | +0.90% |
| +50bp | 2.559 | 101.147 | 1.434 | -0.37% | -0.75% |
| 12m 2027-10-28 | -50bp | 1.488 | 104.196 | 2.900 | +3.96% | +3.96% |
| -25bp | 1.738 | 103.434 | 2.900 | +3.23% | +3.23% |
| Unchanged (roll-down) | 1.988 | 102.679 | 2.900 | +2.50% | +2.50% |
| +25bp | 2.238 | 101.931 | 2.900 | +1.78% | +1.78% |
| +50bp | 2.488 | 101.189 | 2.900 | +1.07% | +1.07% |