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 7.4y） |
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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 （2026-09-30） |
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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 2026-10-20・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 | 2.3994 % |
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| Accrued Interest | 0.249863 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.72 |
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| Macaulay Duration | 6.81 |
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| DV01 | — |
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| Convexity | 51.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| 2028-03-20 | coupon | 1.200 |
| …（10 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 7.4y) | 2.488 % → ref. price 99.407 |
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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 2027-01-28 | -50bp | 1.949 | 102.988 | 0.605 | +4.20% | +16.80% |
| -25bp | 2.199 | 101.316 | 0.605 | +2.52% | +10.09% |
| Unchanged (roll-down) | 2.449 | 99.674 | 0.605 | +0.87% | +3.50% |
| +25bp | 2.699 | 98.062 | 0.605 | -0.74% | -2.97% |
| +50bp | 2.949 | 96.479 | 0.605 | -2.33% | -9.32% |
| 6m 2027-04-28 | -50bp | 1.917 | 103.094 | 1.207 | +4.91% | +9.82% |
| -25bp | 2.167 | 101.473 | 1.207 | +3.28% | +6.57% |
| Unchanged (roll-down) | 2.417 | 99.880 | 1.207 | +1.68% | +3.37% |
| +25bp | 2.667 | 98.315 | 1.207 | +0.11% | +0.23% |
| +50bp | 2.917 | 96.777 | 1.207 | -1.43% | -2.86% |
| 12m 2027-10-28 | -50bp | 1.865 | 103.207 | 2.400 | +6.22% | +6.22% |
| -25bp | 2.115 | 101.692 | 2.400 | +4.70% | +4.70% |
| Unchanged (roll-down) | 2.365 | 100.201 | 2.400 | +3.21% | +3.21% |
| +25bp | 2.615 | 98.736 | 2.400 | +1.73% | +1.73% |
| +50bp | 2.865 | 97.294 | 2.400 | +0.29% | +0.29% |