bonds / 30Y / JGB (30-Year) No. 1
Bond Information
| Name | JGB (30-Year) No. 1 |
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| ISIN | — |
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| Issue # | 1 |
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| Coupon (%) | 2.8% semi-annual |
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| Issue Date | 1999-09-20 |
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| Maturity | 2029-09-20 （Remaining 3.1y） |
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| Outstanding | ¥221.4B （2026-03-31・MOF） |
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| Total issued | ¥273.2B （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| BOJ Holding | ¥16.6B（7.5%）（as of 2026-08-10・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 | 2.800 % |
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| Compound Yield | 2.7933 % |
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| Accrued Interest | 1.196712 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 2.90 |
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| Macaulay Duration | 2.94 |
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| DV01 | — |
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| Convexity | 10.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 1.400 |
| 2027-03-20 | coupon | 1.400 |
| 2027-09-20 | coupon | 1.400 |
| …（2 omitted）… |
| 2029-03-20 | coupon | 1.400 |
| 2029-09-20 | coupon + redemption | 101.400 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 1999-09-02 | new | 4.88 | — | 2.840 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 3.1y) | 1.828 % → ref. price 102.877 |
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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 2026-11-23 | -50bp | 1.291 | 104.169 | -0.706 | +0.56% | +2.25% |
| -25bp | 1.541 | 103.462 | -0.706 | -0.12% | -0.46% |
| Unchanged (roll-down) | 1.791 | 102.762 | -0.706 | -0.79% | -3.16% |
| +25bp | 2.041 | 102.067 | -0.706 | -1.46% | -5.83% |
| +50bp | 2.291 | 101.377 | -0.706 | -2.12% | -8.48% |
| 6m 2027-02-23 | -50bp | 1.258 | 103.889 | 1.400 | +2.32% | +4.63% |
| -25bp | 1.508 | 103.245 | 1.400 | +1.70% | +3.40% |
| Unchanged (roll-down) | 1.758 | 102.606 | 1.400 | +1.08% | +2.17% |
| +25bp | 2.008 | 101.971 | 1.400 | +0.47% | +0.95% |
| +50bp | 2.258 | 101.342 | 1.400 | -0.13% | -0.26% |
| 12m 2027-08-23 | -50bp | 1.192 | 103.273 | 2.800 | +3.07% | +3.07% |
| -25bp | 1.442 | 102.752 | 2.800 | +2.57% | +2.57% |
| Unchanged (roll-down) | 1.692 | 102.235 | 2.800 | +2.07% | +2.07% |
| +25bp | 1.942 | 101.720 | 2.800 | +1.58% | +1.58% |
| +50bp | 2.192 | 101.209 | 2.800 | +1.09% | +1.09% |