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 5.2y） |
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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 2026-08-31・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 | 2.400 % |
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| Compound Yield | 2.3964 % |
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| Accrued Interest | 0.762740 (116 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.82 |
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| Macaulay Duration | 4.87 |
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| DV01 | — |
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| Convexity | 26.6 |
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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 | 1.200 |
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 5.2y) | 2.265 % → ref. price 100.639 |
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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 | 1.736 | 103.122 | -0.612 | +1.85% | +7.38% |
| -25bp | 1.986 | 101.930 | -0.612 | +0.67% | +2.68% |
| Unchanged (roll-down) | 2.236 | 100.755 | -0.612 | -0.49% | -1.96% |
| +25bp | 2.486 | 99.594 | -0.612 | -1.63% | -6.54% |
| +50bp | 2.736 | 98.449 | -0.612 | -2.76% | -11.05% |
| 6m 2027-03-13 | -50bp | 1.707 | 103.107 | 1.180 | +3.60% | +7.19% |
| -25bp | 1.957 | 101.971 | 1.180 | +2.48% | +4.95% |
| Unchanged (roll-down) | 2.207 | 100.850 | 1.180 | +1.37% | +2.74% |
| +25bp | 2.457 | 99.742 | 1.180 | +0.28% | +0.56% |
| +50bp | 2.707 | 98.649 | 1.180 | -0.80% | -1.60% |
| 12m 2027-09-13 | -50bp | 1.646 | 103.022 | 2.400 | +4.72% | +4.72% |
| -25bp | 1.896 | 102.002 | 2.400 | +3.71% | +3.71% |
| Unchanged (roll-down) | 2.146 | 100.994 | 2.400 | +2.72% | +2.72% |
| +25bp | 2.396 | 99.997 | 2.400 | +1.73% | +1.73% |
| +50bp | 2.646 | 99.012 | 2.400 | +0.76% | +0.76% |