bonds / 30Y / JGB (30-Year) No. 14
Bond Information
| Name | JGB (30-Year) No. 14 |
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| ISIN | — |
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| Issue # | 14 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2004-04-20 |
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| Maturity | 2034-03-20 （Remaining 7.5y） |
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| Outstanding | ¥1.1T （2026-03-31・MOF） |
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| Total issued | ¥1.2T （annual report, FY-end） |
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| Statutory basis | 借換前倒財投 |
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| STRIPS principal | ¥900M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥30B（last 2026-07-03・BOJ） |
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| BOJ Holding | ¥353.2B（31.4%）（as of 2026-08-31・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 | 2.3981 % |
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| Accrued Interest | 1.163836 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.77 |
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| Macaulay Duration | 6.85 |
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| DV01 | — |
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| Convexity | 52.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …（11 omitted）… |
| 2033-09-20 | coupon | 1.200 |
| 2034-03-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2004-04-15 | new | 2.03 | — | 2.480 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 7.5y) | 2.568 % → ref. price 98.847 |
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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 2026-12-13 | -50bp | 2.026 | 102.514 | -0.612 | +3.06% | +12.22% |
| -25bp | 2.276 | 100.824 | -0.612 | +1.36% | +5.46% |
| Unchanged (roll-down) | 2.526 | 99.165 | -0.612 | -0.29% | -1.18% |
| +25bp | 2.776 | 97.536 | -0.612 | -1.92% | -7.69% |
| +50bp | 3.026 | 95.938 | -0.612 | -3.52% | -14.08% |
| 6m 2027-03-13 | -50bp | 1.984 | 102.710 | 1.180 | +5.04% | +10.08% |
| -25bp | 2.234 | 101.068 | 1.180 | +3.40% | +6.80% |
| Unchanged (roll-down) | 2.484 | 99.456 | 1.180 | +1.79% | +3.58% |
| +25bp | 2.734 | 97.873 | 1.180 | +0.21% | +0.41% |
| +50bp | 2.984 | 96.318 | 1.180 | -1.35% | -2.70% |
| 12m 2027-09-13 | -50bp | 1.921 | 102.908 | 2.400 | +6.46% | +6.46% |
| -25bp | 2.171 | 101.371 | 2.400 | +4.92% | +4.92% |
| Unchanged (roll-down) | 2.421 | 99.860 | 2.400 | +3.41% | +3.41% |
| +25bp | 2.671 | 98.374 | 2.400 | +1.93% | +1.93% |
| +50bp | 2.921 | 96.913 | 2.400 | +0.47% | +0.47% |