bonds / 30Y / JGB (30-Year) No. 34
Bond Information
| Name | JGB (30-Year) No. 34 |
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| ISIN | — |
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| Issue # | 34 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2011-03-22 |
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| Maturity | 2041-03-20 （Remaining 14.6y） |
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| Outstanding | ¥3.6T （2026-03-31・MOF） |
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| Total issued | ¥3.4T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥1B （2026-06-30） |
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| SLF usage | last 30d —／ total ¥15.4B（last 2026-07-09・BOJ） |
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| BOJ Holding | ¥543.6B（15.1%）（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 | 2.1982 % |
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| Accrued Interest | 0.940274 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.30 |
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| Macaulay Duration | 12.44 |
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| DV01 | — |
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| Convexity | 174.2 |
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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 |
| …（25 omitted）… |
| 2040-09-20 | coupon | 1.100 |
| 2041-03-20 | coupon + redemption | 101.100 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 14.6y) | 3.362 % → ref. price 86.673 |
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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 | 2.834 | 92.565 | -0.555 | +6.09% | +24.37% |
| -25bp | 3.084 | 89.812 | -0.555 | +2.95% | +11.80% |
| Unchanged (roll-down) | 3.334 | 87.152 | -0.555 | -0.09% | -0.34% |
| +25bp | 3.584 | 84.583 | -0.555 | -3.02% | -12.07% |
| +50bp | 3.834 | 82.101 | -0.555 | -5.85% | -23.41% |
| 6m 2027-02-23 | -50bp | 2.806 | 92.981 | 1.100 | +8.46% | +16.91% |
| -25bp | 3.056 | 90.255 | 1.100 | +5.34% | +10.69% |
| Unchanged (roll-down) | 3.306 | 87.620 | 1.100 | +2.34% | +4.67% |
| +25bp | 3.556 | 85.072 | 1.100 | -0.57% | -1.14% |
| +50bp | 3.806 | 82.610 | 1.100 | -3.38% | -6.76% |
| 12m 2027-08-23 | -50bp | 2.751 | 93.771 | 2.200 | +10.61% | +10.61% |
| -25bp | 3.001 | 91.099 | 2.200 | +7.56% | +7.56% |
| Unchanged (roll-down) | 3.251 | 88.514 | 2.200 | +4.61% | +4.61% |
| +25bp | 3.501 | 86.012 | 2.200 | +1.76% | +1.76% |
| +50bp | 3.751 | 83.591 | 2.200 | -1.01% | -1.01% |