bonds / 30Y / JGB (30-Year) No. 9
Bond Information
| Name | JGB (30-Year) No. 9 |
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| ISIN | — |
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| Issue # | 9 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2003-01-30 |
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| Maturity | 2032-12-20 （Remaining 6.3y） |
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| Outstanding | ¥581.8B （2026-03-31・MOF） |
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| Total issued | ¥625.4B （annual report, FY-end） |
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| Statutory basis | 借換前倒 |
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| STRIPS principal | ¥600M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥2.5B（last 2026-06-15・BOJ） |
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| BOJ Holding | ¥281.7B（48.4%）（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 | 1.400 % |
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| Compound Yield | 1.3984 % |
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| Accrued Interest | 0.245479 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.02 |
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| Macaulay Duration | 6.07 |
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| DV01 | — |
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| Convexity | 40.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.700 |
| 2027-06-20 | coupon | 0.700 |
| 2027-12-20 | coupon | 0.700 |
| …（8 omitted）… |
| 2032-06-20 | coupon | 0.700 |
| 2032-12-20 | coupon + redemption | 100.700 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2003-01-21 | new | 2.15 | — | 1.400 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.3y) | 2.315 % → ref. price 94.629 |
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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 | 1.780 | 97.812 | 0.353 | +3.73% | +14.91% |
| -25bp | 2.030 | 96.407 | 0.353 | +2.25% | +8.98% |
| Unchanged (roll-down) | 2.280 | 95.023 | 0.353 | +0.79% | +3.15% |
| +25bp | 2.530 | 93.662 | 0.353 | -0.65% | -2.59% |
| +50bp | 2.780 | 92.323 | 0.353 | -2.06% | -8.24% |
| 6m 2027-02-23 | -50bp | 1.744 | 98.095 | 0.704 | +4.39% | +8.79% |
| -25bp | 1.994 | 96.740 | 0.704 | +2.97% | +5.93% |
| Unchanged (roll-down) | 2.244 | 95.406 | 0.704 | +1.56% | +3.12% |
| +25bp | 2.494 | 94.093 | 0.704 | +0.18% | +0.35% |
| +50bp | 2.744 | 92.800 | 0.704 | -1.19% | -2.37% |
| 12m 2027-08-23 | -50bp | 1.673 | 98.601 | 1.400 | +5.66% | +5.66% |
| -25bp | 1.923 | 97.350 | 1.400 | +4.34% | +4.34% |
| Unchanged (roll-down) | 2.173 | 96.116 | 1.400 | +3.04% | +3.04% |
| +25bp | 2.423 | 94.900 | 1.400 | +1.76% | +1.76% |
| +50bp | 2.673 | 93.701 | 1.400 | +0.50% | +0.50% |