bonds / 30Y / JGB (30-Year) No. 9
Bond Information
| Name | JGB (30-Year) No. 9 |
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| ISIN | — |
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| Issue # | 9 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2003-01-30 |
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| Maturity | 2032-12-20 （Remaining 6.3y） |
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| Outstanding | ¥581.8B （2026-03-31・MOF） |
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| Total issued | ¥625.4B （annual report, FY-end） |
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| Statutory basis | 借換前倒 |
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| STRIPS principal | ¥600M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥2.5B（last 2026-06-15・BOJ） |
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| BOJ Holding | ¥283.1B（48.7%）（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 | 1.400 % |
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| Compound Yield | 1.3984 % |
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| Accrued Interest | 0.326027 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.97 |
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| Macaulay Duration | 6.01 |
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| DV01 | — |
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| Convexity | 39.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.700 |
| 2027-06-20 | coupon | 0.700 |
| 2027-12-20 | coupon | 0.700 |
| …（8 omitted）… |
| 2032-06-20 | coupon | 0.700 |
| 2032-12-20 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2003-01-21 | new | 2.15 | — | 1.400 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.3y) | 2.391 % → ref. price 94.247 |
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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 | 1.861 | 97.378 | 0.349 | +3.68% | +14.72% |
| -25bp | 2.111 | 95.991 | 0.349 | +2.21% | +8.85% |
| Unchanged (roll-down) | 2.361 | 94.626 | 0.349 | +0.77% | +3.08% |
| +25bp | 2.611 | 93.283 | 0.349 | -0.65% | -2.60% |
| +50bp | 2.861 | 91.961 | 0.349 | -2.05% | -8.19% |
| 6m 2027-03-13 | -50bp | 1.832 | 97.633 | 0.692 | +4.31% | +8.62% |
| -25bp | 2.082 | 96.296 | 0.692 | +2.90% | +5.80% |
| Unchanged (roll-down) | 2.332 | 94.980 | 0.692 | +1.51% | +3.01% |
| +25bp | 2.582 | 93.684 | 0.692 | +0.14% | +0.27% |
| +50bp | 2.832 | 92.408 | 0.692 | -1.21% | -2.43% |
| 12m 2027-09-13 | -50bp | 1.775 | 98.111 | 1.400 | +5.57% | +5.57% |
| -25bp | 2.025 | 96.880 | 1.400 | +4.26% | +4.26% |
| Unchanged (roll-down) | 2.275 | 95.666 | 1.400 | +2.98% | +2.98% |
| +25bp | 2.525 | 94.469 | 1.400 | +1.71% | +1.71% |
| +50bp | 2.775 | 93.288 | 1.400 | +0.47% | +0.47% |