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bonds / 30Y / JGB (30-Year) No. 6

Bond Information

NameJGB (30-Year) No. 6
ISIN—
Issue #6
Coupon (%)2.4% semi-annual
Issue Date2001-11-20
Maturity2031-11-20 (Remaining 5.1y)
Outstanding¥634.1B (2026-03-31・MOF)
Total issued¥758.2B (annual report, FY-end)
Statutory basis特例借換前倒財投
SLF usagelast 30d —/ total ¥4.9B(last 2026-02-05・BOJ)
BOJ Holding¥467.5B(73.7%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield2.400 %
Compound Yield2.3965 %
Accrued Interest1.058630 (161 days) per 100
Settlement Amount—
Modified Duration4.69
Macaulay Duration4.75
DV01—
Convexity25.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-11-20coupon1.200
2027-05-20coupon1.200
2027-11-20coupon1.200
…(6 omitted)…
2031-05-20coupon1.200
2031-11-20coupon + redemption101.200

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2001-11-08new1.89—2.410

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 5.1y)2.243 % → ref. price 100.729
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp1.716103.141-0.605+1.77%+7.10%
-25bp1.966101.977-0.605+0.63%+2.53%
Unchanged (roll-down)2.216100.829-0.605-0.50%-1.99%
+25bp2.46699.695-0.605-1.61%-6.44%
+50bp2.71698.576-0.605-2.71%-10.84%
6m 2027-04-28-50bp1.687103.1151.187+3.51%+7.02%
-25bp1.937102.0081.187+2.42%+4.84%
Unchanged (roll-down)2.187100.9141.187+1.35%+2.69%
+25bp2.43799.8341.187+0.29%+0.57%
+50bp2.68798.7671.187-0.76%-1.52%
12m 2027-10-28-50bp1.628103.0072.400+4.60%+4.60%
-25bp1.878102.0162.400+3.62%+3.62%
Unchanged (roll-down)2.128101.0362.400+2.66%+2.66%
+25bp2.378100.0672.400+1.71%+1.71%
+50bp2.62899.1082.400+0.76%+0.76%