bonds / 30Y / JGB (30-Year) No. 6
Bond Information
| Name | JGB (30-Year) No. 6 |
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| ISIN | — |
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| Issue # | 6 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2001-11-20 |
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| Maturity | 2031-11-20 (Remaining 5.1y) |
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| Outstanding | ¥634.1B (2026-03-31・MOF) |
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| Total issued | ¥758.2B (annual report, FY-end) |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d —/ total ¥4.9B(last 2026-02-05・BOJ) |
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| BOJ Holding | ¥467.5B(73.7%)(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 | 2.400 % |
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| Compound Yield | 2.3965 % |
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| Accrued Interest | 1.058630 (161 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.69 |
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| Macaulay Duration | 4.75 |
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| DV01 | — |
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| Convexity | 25.3 |
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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 | 1.200 |
| 2027-05-20 | coupon | 1.200 |
| 2027-11-20 | coupon | 1.200 |
| …(6 omitted)… |
| 2031-05-20 | coupon | 1.200 |
| 2031-11-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2001-11-08 | new | 1.89 | — | 2.410 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 5.1y) | 2.243 % → ref. price 100.729 |
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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 | 1.716 | 103.141 | -0.605 | +1.77% | +7.10% |
| -25bp | 1.966 | 101.977 | -0.605 | +0.63% | +2.53% |
| Unchanged (roll-down) | 2.216 | 100.829 | -0.605 | -0.50% | -1.99% |
| +25bp | 2.466 | 99.695 | -0.605 | -1.61% | -6.44% |
| +50bp | 2.716 | 98.576 | -0.605 | -2.71% | -10.84% |
| 6m 2027-04-28 | -50bp | 1.687 | 103.115 | 1.187 | +3.51% | +7.02% |
| -25bp | 1.937 | 102.008 | 1.187 | +2.42% | +4.84% |
| Unchanged (roll-down) | 2.187 | 100.914 | 1.187 | +1.35% | +2.69% |
| +25bp | 2.437 | 99.834 | 1.187 | +0.29% | +0.57% |
| +50bp | 2.687 | 98.767 | 1.187 | -0.76% | -1.52% |
| 12m 2027-10-28 | -50bp | 1.628 | 103.007 | 2.400 | +4.60% | +4.60% |
| -25bp | 1.878 | 102.016 | 2.400 | +3.62% | +3.62% |
| Unchanged (roll-down) | 2.128 | 101.036 | 2.400 | +2.66% | +2.66% |
| +25bp | 2.378 | 100.067 | 2.400 | +1.71% | +1.71% |
| +50bp | 2.628 | 99.108 | 2.400 | +0.76% | +0.76% |