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 6.2y） |
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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 ¥1B／ total ¥1B（last 2026-08-21・BOJ） |
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| BOJ Holding | ¥232.2B（45.4%）（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 | 1.800 % |
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| Compound Yield | 1.7970 % |
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| Accrued Interest | 0.562192 (114 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.81 |
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| Macaulay Duration | 5.86 |
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| DV01 | — |
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| Convexity | 37.9 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.2y) | 2.382 % → ref. price 96.649 |
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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 | 1.852 | 99.702 | -0.459 | +2.67% | +10.67% |
| -25bp | 2.102 | 98.313 | -0.459 | +1.24% | +4.96% |
| Unchanged (roll-down) | 2.352 | 96.946 | -0.459 | -0.17% | -0.67% |
| +25bp | 2.602 | 95.600 | -0.459 | -1.55% | -6.20% |
| +50bp | 2.852 | 94.275 | -0.459 | -2.91% | -11.66% |
| 6m 2027-03-13 | -50bp | 1.823 | 99.864 | 0.885 | +4.22% | +8.43% |
| -25bp | 2.073 | 98.527 | 0.885 | +2.84% | +5.68% |
| Unchanged (roll-down) | 2.323 | 97.210 | 0.885 | +1.49% | +2.97% |
| +25bp | 2.573 | 95.913 | 0.885 | +0.15% | +0.31% |
| +50bp | 2.823 | 94.635 | 0.885 | -1.16% | -2.32% |
| 12m 2027-09-13 | -50bp | 1.766 | 100.151 | 1.800 | +5.45% | +5.45% |
| -25bp | 2.016 | 98.922 | 1.800 | +4.19% | +4.19% |
| Unchanged (roll-down) | 2.266 | 97.710 | 1.800 | +2.94% | +2.94% |
| +25bp | 2.516 | 96.515 | 1.800 | +1.71% | +1.71% |
| +50bp | 2.766 | 95.336 | 1.800 | +0.50% | +0.50% |