bonds / 30Y / JGB (30-Year) No. 8
Bond Information
| Name | JGB (30-Year) No. 8 |
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| ISIN | — |
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| Issue # | 8 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2002-11-20 |
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| Maturity | 2032-11-22 （Remaining 6.3y） |
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| Outstanding | ¥511.5B （2026-03-31・MOF） |
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| Total issued | ¥660B （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 ¥1B／ total ¥1B（last 2026-08-21・BOJ） |
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| BOJ Holding | ¥222.7B（43.5%）（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 | 1.800 % |
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| Compound Yield | 1.7971 % |
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| Accrued Interest | 0.458630 (93 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 5.86 |
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| Macaulay Duration | 5.92 |
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| DV01 | — |
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| Convexity | 38.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-11-22 | coupon | 0.900 |
| 2027-05-22 | coupon | 0.900 |
| 2027-11-22 | coupon | 0.900 |
| …（8 omitted）… |
| 2032-05-22 | coupon | 0.900 |
| 2032-11-22 | coupon + redemption | 100.900 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2002-11-12 | new | 2.80 | — | 1.800 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.3y) | 2.304 % → ref. price 97.061 |
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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 | 1.769 | 100.168 | -0.454 | +2.72% | +10.88% |
| -25bp | 2.019 | 98.760 | -0.454 | +1.28% | +5.11% |
| Unchanged (roll-down) | 2.269 | 97.374 | -0.454 | -0.14% | -0.57% |
| +25bp | 2.519 | 96.010 | -0.454 | -1.54% | -6.17% |
| +50bp | 2.769 | 94.668 | -0.454 | -2.92% | -11.68% |
| 6m 2027-02-23 | -50bp | 1.733 | 100.355 | 0.900 | +4.30% | +8.60% |
| -25bp | 1.983 | 99.000 | 0.900 | +2.91% | +5.82% |
| Unchanged (roll-down) | 2.233 | 97.665 | 0.900 | +1.54% | +3.09% |
| +25bp | 2.483 | 96.351 | 0.900 | +0.19% | +0.39% |
| +50bp | 2.733 | 95.056 | 0.900 | -1.13% | -2.27% |
| 12m 2027-08-23 | -50bp | 1.663 | 100.671 | 1.800 | +5.55% | +5.55% |
| -25bp | 1.913 | 99.422 | 1.800 | +4.27% | +4.27% |
| Unchanged (roll-down) | 2.163 | 98.191 | 1.800 | +3.00% | +3.00% |
| +25bp | 2.413 | 96.976 | 1.800 | +1.76% | +1.76% |
| +50bp | 2.663 | 95.778 | 1.800 | +0.53% | +0.53% |