bonds / 30Y / JGB (30-Year) No. 5
Bond Information
| Name | JGB (30-Year) No. 5 |
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| ISIN | — |
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| Issue # | 5 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2001-05-25 |
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| Maturity | 2031-05-20 （Remaining 4.6y） |
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| Outstanding | ¥297.2B （2026-03-31・MOF） |
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| Total issued | ¥452.3B （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| BOJ Holding | ¥220.3B（74.1%）（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 | 2.200 % |
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| Compound Yield | 2.1984 % |
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| Accrued Interest | 0.970411 (161 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.28 |
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| Macaulay Duration | 4.32 |
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| DV01 | — |
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| Convexity | 21.1 |
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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 | 1.100 |
| 2027-05-20 | coupon | 1.100 |
| 2027-11-20 | coupon | 1.100 |
| …（5 omitted）… |
| 2030-11-20 | coupon | 1.100 |
| 2031-05-20 | coupon + redemption | 101.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2001-05-16 | new | 2.53 | — | 2.260 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 4.6y) | 2.186 % → ref. price 100.052 |
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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 | 1.657 | 102.252 | -0.555 | +1.63% | +6.51% |
| -25bp | 1.907 | 101.209 | -0.555 | +0.60% | +2.38% |
| Unchanged (roll-down) | 2.157 | 100.178 | -0.555 | -0.42% | -1.70% |
| +25bp | 2.407 | 99.159 | -0.555 | -1.43% | -5.73% |
| +50bp | 2.657 | 98.152 | -0.555 | -2.43% | -9.72% |
| 6m 2027-04-28 | -50bp | 1.628 | 102.242 | 1.088 | +3.25% | +6.49% |
| -25bp | 1.878 | 101.256 | 1.088 | +2.27% | +4.54% |
| Unchanged (roll-down) | 2.128 | 100.281 | 1.088 | +1.30% | +2.61% |
| +25bp | 2.378 | 99.316 | 1.088 | +0.35% | +0.70% |
| +50bp | 2.628 | 98.363 | 1.088 | -0.60% | -1.19% |
| 12m 2027-10-28 | -50bp | 1.558 | 102.208 | 2.200 | +4.31% | +4.31% |
| -25bp | 1.808 | 101.338 | 2.200 | +3.45% | +3.45% |
| Unchanged (roll-down) | 2.058 | 100.477 | 2.200 | +2.60% | +2.60% |
| +25bp | 2.308 | 99.624 | 2.200 | +1.75% | +1.75% |
| +50bp | 2.558 | 98.780 | 2.200 | +0.92% | +0.92% |