bonds / 30Y / JGB (30-Year) No. 4
Bond Information
| Name | JGB (30-Year) No. 4 |
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| ISIN | — |
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| Issue # | 4 |
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| Coupon (%) | 2.9% semi-annual |
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| Issue Date | 2000-11-20 |
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| Maturity | 2030-11-20 （Remaining 4.2y） |
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| Outstanding | ¥863B （2026-03-31・MOF） |
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| Total issued | ¥847.5B （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| SLF usage | last 30d —／ total ¥12.3B（last 2026-04-27・BOJ） |
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| BOJ Holding | ¥648.1B（75.1%）（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 | 2.900 % |
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| Compound Yield | 2.8946 % |
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| Accrued Interest | 0.921644 (116 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.88 |
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| Macaulay Duration | 3.94 |
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| DV01 | — |
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| Convexity | 17.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 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 (%) |
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| 2000-11-08 | new | 2.45 | — | 2.960 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 4.2y) | 2.146 % → ref. price 102.983 |
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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 | 1.613 | 104.884 | -0.739 | +1.12% | +4.47% |
| -25bp | 1.863 | 103.912 | -0.739 | +0.18% | +0.73% |
| Unchanged (roll-down) | 2.113 | 102.950 | -0.739 | -0.74% | -2.97% |
| +25bp | 2.363 | 101.999 | -0.739 | -1.66% | -6.63% |
| +50bp | 2.613 | 101.058 | -0.739 | -2.56% | -10.25% |
| 6m 2027-03-13 | -50bp | 1.571 | 104.740 | 1.426 | +3.06% | +6.13% |
| -25bp | 1.821 | 103.826 | 1.426 | +2.18% | +4.37% |
| Unchanged (roll-down) | 2.071 | 102.922 | 1.426 | +1.31% | +2.63% |
| +25bp | 2.321 | 102.027 | 1.426 | +0.45% | +0.90% |
| +50bp | 2.571 | 101.141 | 1.426 | -0.40% | -0.80% |
| 12m 2027-09-13 | -50bp | 1.486 | 104.368 | 2.900 | +4.12% | +4.12% |
| -25bp | 1.736 | 103.576 | 2.900 | +3.36% | +3.36% |
| Unchanged (roll-down) | 1.986 | 102.790 | 2.900 | +2.61% | +2.61% |
| +25bp | 2.236 | 102.012 | 2.900 | +1.86% | +1.86% |
| +50bp | 2.486 | 101.241 | 2.900 | +1.11% | +1.11% |