bonds / 30Y / JGB (30-Year) No. 8
Bond Information
| Name | JGB (30-Year) No. 8 |
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| ISIN | — |
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| Issue # | 8 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2002-11-20 |
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| Maturity | 2032-11-22 （Remaining 6.1y） |
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| Outstanding | ¥511.5B （2026-03-31・MOF） |
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| Total issued | ¥660B （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 ¥1B（last 2026-08-21・BOJ） |
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| BOJ Holding | ¥232.2B（45.4%）（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 | 1.800 % |
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| Compound Yield | 1.7971 % |
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| Accrued Interest | 0.784110 (159 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.69 |
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| Macaulay Duration | 5.74 |
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| DV01 | — |
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| Convexity | 36.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-11-22 | coupon | 0.900 |
| 2027-05-22 | coupon | 0.900 |
| 2027-11-22 | coupon | 0.900 |
| …（8 omitted）… |
| 2032-05-22 | coupon | 0.900 |
| 2032-11-22 | coupon + redemption | 100.900 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2002-11-12 | new | 2.80 | — | 1.800 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.1y) | 2.332 % → ref. price 96.986 |
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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 | 1.809 | 99.940 | -0.454 | +2.56% | +10.23% |
| -25bp | 2.059 | 98.575 | -0.454 | +1.16% | +4.65% |
| Unchanged (roll-down) | 2.309 | 97.232 | -0.454 | -0.21% | -0.85% |
| +25bp | 2.559 | 95.908 | -0.454 | -1.57% | -6.26% |
| +50bp | 2.809 | 94.605 | -0.454 | -2.90% | -11.59% |
| 6m 2027-04-28 | -50bp | 1.788 | 100.056 | 0.890 | +4.05% | +8.10% |
| -25bp | 2.038 | 98.744 | 0.890 | +2.71% | +5.42% |
| Unchanged (roll-down) | 2.288 | 97.452 | 0.890 | +1.39% | +2.77% |
| +25bp | 2.538 | 96.178 | 0.890 | +0.08% | +0.17% |
| +50bp | 2.788 | 94.923 | 0.890 | -1.20% | -2.40% |
| 12m 2027-10-28 | -50bp | 1.744 | 100.254 | 1.800 | +5.18% | +5.18% |
| -25bp | 1.994 | 99.051 | 1.800 | +3.95% | +3.95% |
| Unchanged (roll-down) | 2.244 | 97.865 | 1.800 | +2.74% | +2.74% |
| +25bp | 2.494 | 96.695 | 1.800 | +1.54% | +1.54% |
| +50bp | 2.744 | 95.540 | 1.800 | +0.36% | +0.36% |