bonds / 30Y / JGB (30-Year) No. 4
Bond Information
| Name | JGB (30-Year) No. 4 |
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| ISIN | — |
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| Issue # | 4 |
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| Coupon (%) | 2.9% semi-annual |
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| Issue Date | 2000-11-20 |
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| Maturity | 2030-11-20 （Remaining 4.2y） |
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| Outstanding | ¥863B （2026-03-31・MOF） |
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| Total issued | ¥847.5B （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒 |
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| SLF usage | last 30d —／ total ¥12.3B（last 2026-04-27・BOJ） |
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| BOJ Holding | ¥648.1B（75.1%）（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 | 2.900 % |
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| Compound Yield | 2.8946 % |
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| Accrued Interest | 0.754795 (95 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 3.94 |
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| Macaulay Duration | 4.00 |
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| DV01 | — |
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| Convexity | 18.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-11-20 | coupon | 1.450 |
| 2027-05-20 | coupon | 1.450 |
| 2027-11-20 | coupon | 1.450 |
| …（4 omitted）… |
| 2030-05-20 | coupon | 1.450 |
| 2030-11-20 | coupon + redemption | 101.450 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2000-11-08 | new | 2.45 | — | 2.960 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.2y) | 2.031 % → ref. price 103.498 |
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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 | 1.499 | 105.406 | -0.731 | +1.13% | +4.52% |
| -25bp | 1.749 | 104.416 | -0.731 | +0.18% | +0.72% |
| Unchanged (roll-down) | 1.999 | 103.437 | -0.731 | -0.76% | -3.04% |
| +25bp | 2.249 | 102.468 | -0.731 | -1.69% | -6.76% |
| +50bp | 2.499 | 101.510 | -0.731 | -2.61% | -10.43% |
| 6m 2027-02-23 | -50bp | 1.452 | 105.248 | 1.450 | +3.07% | +6.14% |
| -25bp | 1.702 | 104.318 | 1.450 | +2.18% | +4.36% |
| Unchanged (roll-down) | 1.952 | 103.397 | 1.450 | +1.29% | +2.59% |
| +25bp | 2.202 | 102.486 | 1.450 | +0.42% | +0.84% |
| +50bp | 2.452 | 101.584 | 1.450 | -0.44% | -0.89% |
| 12m 2027-08-23 | -50bp | 1.359 | 104.856 | 2.900 | +4.08% | +4.08% |
| -25bp | 1.609 | 104.045 | 2.900 | +3.31% | +3.31% |
| Unchanged (roll-down) | 1.859 | 103.242 | 2.900 | +2.54% | +2.54% |
| +25bp | 2.109 | 102.447 | 2.900 | +1.77% | +1.77% |
| +50bp | 2.359 | 101.658 | 2.900 | +1.02% | +1.02% |