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 4.7y） |
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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 2026-08-31・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 | 2.200 % |
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| Compound Yield | 2.1983 % |
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| Accrued Interest | 0.699178 (116 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.40 |
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| Macaulay Duration | 4.45 |
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| DV01 | — |
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| Convexity | 22.2 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 4.7y) | 2.206 % → ref. price 99.967 |
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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 | 1.676 | 102.234 | -0.561 | +1.70% | +6.78% |
| -25bp | 1.926 | 101.162 | -0.561 | +0.63% | +2.52% |
| Unchanged (roll-down) | 2.176 | 100.104 | -0.561 | -0.42% | -1.68% |
| +25bp | 2.426 | 99.057 | -0.561 | -1.46% | -5.84% |
| +50bp | 2.676 | 98.024 | -0.561 | -2.49% | -9.95% |
| 6m 2027-03-13 | -50bp | 1.646 | 102.234 | 1.082 | +3.33% | +6.65% |
| -25bp | 1.896 | 101.219 | 1.082 | +2.32% | +4.64% |
| Unchanged (roll-down) | 2.146 | 100.215 | 1.082 | +1.32% | +2.64% |
| +25bp | 2.396 | 99.223 | 1.082 | +0.34% | +0.67% |
| +50bp | 2.646 | 98.242 | 1.082 | -0.64% | -1.28% |
| 12m 2027-09-13 | -50bp | 1.570 | 102.240 | 2.200 | +4.44% | +4.44% |
| -25bp | 1.820 | 101.341 | 2.200 | +3.55% | +3.55% |
| Unchanged (roll-down) | 2.070 | 100.451 | 2.200 | +2.67% | +2.67% |
| +25bp | 2.320 | 99.570 | 2.200 | +1.79% | +1.79% |
| +50bp | 2.570 | 98.699 | 2.200 | +0.93% | +0.93% |