bonds / 30Y / JGB (30-Year) No. 29
Bond Information
| Name | JGB (30-Year) No. 29 |
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| ISIN | — |
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| Issue # | 29 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2008-10-24 |
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| Maturity | 2038-09-20 (Remaining 12.1y) |
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| Outstanding | ¥2.5T (2026-03-31・MOF) |
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| Total issued | ¥2.6T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —/ total ¥103.1B(last 2026-02-19・BOJ) |
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| BOJ Holding | ¥497.2B(19.6%)(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 | 2.3974 % |
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| Accrued Interest | 1.025753 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 10.33 |
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| Macaulay Duration | 10.46 |
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| DV01 | — |
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| Convexity | 122.6 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …(20 omitted)… |
| 2038-03-20 | coupon | 1.200 |
| 2038-09-20 | coupon + redemption | 101.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 12.1y) | 3.085 % → ref. price 93.112 |
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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 | 2.557 | 98.393 | -0.605 | +4.97% | +19.87% |
| -25bp | 2.807 | 95.913 | -0.605 | +2.33% | +9.33% |
| Unchanged (roll-down) | 3.057 | 93.505 | -0.605 | -0.23% | -0.90% |
| +25bp | 3.307 | 91.165 | -0.605 | -2.71% | -10.84% |
| +50bp | 3.557 | 88.892 | -0.605 | -5.13% | -20.50% |
| 6m 2027-02-23 | -50bp | 2.529 | 98.699 | 1.200 | +7.21% | +14.42% |
| -25bp | 2.779 | 96.256 | 1.200 | +4.62% | +9.23% |
| Unchanged (roll-down) | 3.029 | 93.882 | 1.200 | +2.09% | +4.19% |
| +25bp | 3.279 | 91.574 | 1.200 | -0.36% | -0.72% |
| +50bp | 3.529 | 89.331 | 1.200 | -2.74% | -5.48% |
| 12m 2027-08-23 | -50bp | 2.474 | 99.264 | 2.400 | +9.08% | +9.08% |
| -25bp | 2.724 | 96.895 | 2.400 | +6.57% | +6.57% |
| Unchanged (roll-down) | 2.974 | 94.591 | 2.400 | +4.12% | +4.12% |
| +25bp | 3.224 | 92.348 | 2.400 | +1.74% | +1.74% |
| +50bp | 3.474 | 90.166 | 2.400 | -0.58% | -0.58% |