bonds / 30Y / JGB (30-Year) No. 35
Bond Information
| Name | JGB (30-Year) No. 35 |
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| ISIN | — |
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| Issue # | 35 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2011-09-20 |
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| Maturity | 2041-09-20 （Remaining 15.1y） |
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| Outstanding | ¥4T （2026-03-31・MOF） |
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| Total issued | ¥3.9T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| STRIPS principal | ¥3.5B （2026-06-30） |
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| SLF usage | last 30d ¥45B／ total ¥115B（last 2026-08-17・BOJ） |
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| BOJ Holding | ¥596B（15.0%）（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 | 2.000 % |
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| Compound Yield | 1.9979 % |
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| Accrued Interest | 0.854795 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 12.86 |
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| Macaulay Duration | 12.99 |
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| DV01 | — |
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| Convexity | 188.9 |
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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 | 1.000 |
| 2027-03-20 | coupon | 1.000 |
| 2027-09-20 | coupon | 1.000 |
| …（26 omitted）… |
| 2041-03-20 | coupon | 1.000 |
| 2041-09-20 | coupon + redemption | 101.000 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 15.1y) | 3.414 % → ref. price 83.412 |
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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 | 2.890 | 89.304 | -0.504 | +6.39% | +25.58% |
| -25bp | 3.140 | 86.543 | -0.504 | +3.12% | +12.47% |
| Unchanged (roll-down) | 3.390 | 83.880 | -0.504 | -0.04% | -0.17% |
| +25bp | 3.640 | 81.309 | -0.504 | -3.09% | -12.37% |
| +50bp | 3.890 | 78.829 | -0.504 | -6.04% | -24.15% |
| 6m 2027-02-23 | -50bp | 2.862 | 89.762 | 1.000 | +8.72% | +17.44% |
| -25bp | 3.112 | 87.025 | 1.000 | +5.47% | +10.95% |
| Unchanged (roll-down) | 3.362 | 84.382 | 1.000 | +2.34% | +4.68% |
| +25bp | 3.612 | 81.831 | 1.000 | -0.69% | -1.38% |
| +50bp | 3.862 | 79.368 | 1.000 | -3.61% | -7.22% |
| 12m 2027-08-23 | -50bp | 2.807 | 90.636 | 2.000 | +10.95% | +10.95% |
| -25bp | 3.057 | 87.947 | 2.000 | +7.76% | +7.76% |
| Unchanged (roll-down) | 3.307 | 85.349 | 2.000 | +4.67% | +4.67% |
| +25bp | 3.557 | 82.838 | 2.000 | +1.69% | +1.69% |
| +50bp | 3.807 | 80.411 | 2.000 | -1.19% | -1.19% |