bonds / 30Y / JGB (30-Year) No. 6
Bond Information
| Name | JGB (30-Year) No. 6 |
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| ISIN | — |
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| Issue # | 6 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2001-11-20 |
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| Maturity | 2031-11-20 （Remaining 5.2y） |
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| Outstanding | ¥634.1B （2026-03-31・MOF） |
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| Total issued | ¥758.2B （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥4.9B（last 2026-02-05・BOJ） |
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| BOJ Holding | ¥464.7B（73.3%）（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 | 2.400 % |
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| Compound Yield | 2.3964 % |
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| Accrued Interest | 0.624658 (95 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 4.87 |
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| Macaulay Duration | 4.93 |
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| DV01 | — |
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| Convexity | 27.1 |
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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 | 1.200 |
| 2027-05-20 | coupon | 1.200 |
| 2027-11-20 | coupon | 1.200 |
| …（6 omitted）… |
| 2031-05-20 | coupon | 1.200 |
| 2031-11-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2001-11-08 | new | 1.89 | — | 2.410 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 5.2y) | 2.162 % → ref. price 101.160 |
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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 | 1.626 | 103.693 | -0.605 | +1.90% | +7.58% |
| -25bp | 1.876 | 102.482 | -0.605 | +0.70% | +2.82% |
| Unchanged (roll-down) | 2.126 | 101.287 | -0.605 | -0.47% | -1.88% |
| +25bp | 2.376 | 100.107 | -0.605 | -1.63% | -6.51% |
| +50bp | 2.626 | 98.944 | -0.605 | -2.77% | -11.09% |
| 6m 2027-02-23 | -50bp | 1.594 | 103.661 | 1.200 | +3.64% | +7.27% |
| -25bp | 1.844 | 102.507 | 1.200 | +2.50% | +5.01% |
| Unchanged (roll-down) | 2.094 | 101.368 | 1.200 | +1.38% | +2.77% |
| +25bp | 2.344 | 100.243 | 1.200 | +0.28% | +0.56% |
| +50bp | 2.594 | 99.133 | 1.200 | -0.81% | -1.62% |
| 12m 2027-08-23 | -50bp | 1.531 | 103.543 | 2.400 | +4.70% | +4.70% |
| -25bp | 1.781 | 102.504 | 2.400 | +3.68% | +3.68% |
| Unchanged (roll-down) | 2.031 | 101.477 | 2.400 | +2.67% | +2.67% |
| +25bp | 2.281 | 100.462 | 2.400 | +1.67% | +1.67% |
| +50bp | 2.531 | 99.459 | 2.400 | +0.69% | +0.69% |