bonds / 30Y / JGB (30-Year) No. 2
Bond Information
| Name | JGB (30-Year) No. 2 |
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| ISIN | — |
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| Issue # | 2 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2000-02-21 |
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| Maturity | 2030-02-20 （Remaining 3.5y） |
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| Outstanding | ¥420.4B （2026-03-31・MOF） |
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| Total issued | ¥433.4B （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| BOJ Holding | ¥203.1B（48.3%）（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 | 2.400 % |
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| Compound Yield | 2.3952 % |
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| Accrued Interest | 0.019726 (3 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.34 |
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| Macaulay Duration | 3.38 |
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| DV01 | — |
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| Convexity | 13.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-02-20 | coupon | 1.200 |
| 2027-08-20 | coupon | 1.200 |
| 2028-02-20 | coupon | 1.200 |
| …（2 omitted）… |
| 2029-08-20 | coupon | 1.200 |
| 2030-02-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2000-02-03 | new | 1.83 | — | 2.475 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 3.5y) | 1.906 % → ref. price 101.647 |
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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 | 1.359 | 103.277 | 0.605 | +2.20% | +8.79% |
| -25bp | 1.609 | 102.474 | 0.605 | +1.41% | +5.63% |
| Unchanged (roll-down) | 1.859 | 101.678 | 0.605 | +0.63% | +2.50% |
| +25bp | 2.109 | 100.890 | 0.605 | -0.15% | -0.60% |
| +50bp | 2.359 | 100.108 | 0.605 | -0.92% | -3.67% |
| 6m 2027-02-23 | -50bp | 1.313 | 103.176 | 1.200 | +2.68% | +5.37% |
| -25bp | 1.563 | 102.434 | 1.200 | +1.95% | +3.91% |
| Unchanged (roll-down) | 1.813 | 101.698 | 1.200 | +1.23% | +2.46% |
| +25bp | 2.063 | 100.968 | 1.200 | +0.51% | +1.02% |
| +50bp | 2.313 | 100.245 | 1.200 | -0.20% | -0.40% |
| 12m 2027-08-23 | -50bp | 1.247 | 102.811 | 2.400 | +3.50% | +3.50% |
| -25bp | 1.497 | 102.189 | 2.400 | +2.89% | +2.89% |
| Unchanged (roll-down) | 1.747 | 101.573 | 2.400 | +2.29% | +2.29% |
| +25bp | 1.997 | 100.960 | 2.400 | +1.69% | +1.69% |
| +50bp | 2.247 | 100.353 | 2.400 | +1.09% | +1.09% |