bonds / 30Y / JGB (30-Year) No. 31
Bond Information
| Name | JGB (30-Year) No. 31 |
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| ISIN | — |
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| Issue # | 31 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2009-10-14 |
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| Maturity | 2039-09-20 （Remaining 13.1y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| Total issued | ¥2.9T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| BOJ Holding | ¥360.4B（12.5%）（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 | 2.200 % |
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| Compound Yield | 2.1978 % |
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| Accrued Interest | 0.940274 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 11.21 |
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| Macaulay Duration | 11.34 |
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| DV01 | — |
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| Convexity | 143.8 |
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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 | 1.100 |
| 2027-03-20 | coupon | 1.100 |
| 2027-09-20 | coupon | 1.100 |
| …（22 omitted）… |
| 2039-03-20 | coupon | 1.100 |
| 2039-09-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 13.1y) | 3.195 % → ref. price 89.399 |
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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 | 2.667 | 94.932 | -0.555 | +5.51% | +22.05% |
| -25bp | 2.917 | 92.350 | -0.555 | +2.65% | +10.61% |
| Unchanged (roll-down) | 3.167 | 89.847 | -0.555 | -0.12% | -0.47% |
| +25bp | 3.417 | 87.422 | -0.555 | -2.80% | -11.21% |
| +50bp | 3.667 | 85.070 | -0.555 | -5.41% | -21.62% |
| 6m 2027-02-23 | -50bp | 2.639 | 95.306 | 1.100 | +7.76% | +15.51% |
| -25bp | 2.889 | 92.755 | 1.100 | +4.93% | +9.87% |
| Unchanged (roll-down) | 3.139 | 90.282 | 1.100 | +2.20% | +4.39% |
| +25bp | 3.389 | 87.884 | 1.100 | -0.46% | -0.92% |
| +50bp | 3.639 | 85.558 | 1.100 | -3.03% | -6.07% |
| 12m 2027-08-23 | -50bp | 2.584 | 96.006 | 2.200 | +9.75% | +9.75% |
| -25bp | 2.834 | 93.522 | 2.200 | +7.00% | +7.00% |
| Unchanged (roll-down) | 3.084 | 91.109 | 2.200 | +4.33% | +4.33% |
| +25bp | 3.334 | 88.767 | 2.200 | +1.74% | +1.74% |
| +50bp | 3.584 | 86.494 | 2.200 | -0.78% | -0.78% |