bonds / 30Y / JGB (30-Year) No. 5
Bond Information
| Name | JGB (30-Year) No. 5 |
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| ISIN | — |
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| Issue # | 5 |
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| Coupon (%) | 2.2% semi-annual |
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| Issue Date | 2001-05-25 |
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| Maturity | 2031-05-20 （Remaining 4.7y） |
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| Outstanding | ¥297.2B （2026-03-31・MOF） |
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| Total issued | ¥452.3B （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| BOJ Holding | ¥220.3B（74.1%）（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 | 2.1983 % |
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| Accrued Interest | 0.572603 (95 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.46 |
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| Macaulay Duration | 4.50 |
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| DV01 | — |
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| Convexity | 22.7 |
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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 | 1.100 |
| 2027-05-20 | coupon | 1.100 |
| 2027-11-20 | coupon | 1.100 |
| …（5 omitted）… |
| 2030-11-20 | coupon | 1.100 |
| 2031-05-20 | coupon + redemption | 101.100 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2001-05-16 | new | 2.53 | — | 2.260 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 4.7y) | 2.094 % → ref. price 100.469 |
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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 | 1.562 | 102.760 | -0.555 | +1.72% | +6.87% |
| -25bp | 1.812 | 101.669 | -0.555 | +0.64% | +2.56% |
| Unchanged (roll-down) | 2.062 | 100.592 | -0.555 | -0.43% | -1.71% |
| +25bp | 2.312 | 99.528 | -0.555 | -1.48% | -5.92% |
| +50bp | 2.562 | 98.477 | -0.555 | -2.52% | -10.08% |
| 6m 2027-02-23 | -50bp | 1.530 | 102.742 | 1.100 | +3.34% | +6.68% |
| -25bp | 1.780 | 101.709 | 1.100 | +2.32% | +4.63% |
| Unchanged (roll-down) | 2.030 | 100.689 | 1.100 | +1.31% | +2.61% |
| +25bp | 2.280 | 99.680 | 1.100 | +0.31% | +0.62% |
| +50bp | 2.530 | 98.683 | 1.100 | -0.68% | -1.36% |
| 12m 2027-08-23 | -50bp | 1.452 | 102.709 | 2.200 | +4.39% | +4.39% |
| -25bp | 1.702 | 101.792 | 2.200 | +3.49% | +3.49% |
| Unchanged (roll-down) | 1.952 | 100.884 | 2.200 | +2.59% | +2.59% |
| +25bp | 2.202 | 99.986 | 2.200 | +1.70% | +1.70% |
| +50bp | 2.452 | 99.097 | 2.200 | +0.82% | +0.82% |