bonds / 30Y / JGB (30-Year) No. 15
Bond Information
| Name | JGB (30-Year) No. 15 |
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| ISIN | — |
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| Issue # | 15 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2004-08-20 |
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| Maturity | 2034-06-20 （Remaining 7.6y） |
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| Outstanding | ¥1.4T （2026-03-31・MOF） |
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| Total issued | ¥1.5T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥16.7B（last 2026-04-01・BOJ） |
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| BOJ Holding | ¥389.2B（28.1%）（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 | 2.500 % |
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| Compound Yield | 2.4979 % |
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| Accrued Interest | 0.890411 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.86 |
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| Macaulay Duration | 6.95 |
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| DV01 | — |
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| Convexity | 53.6 |
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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 | 1.250 |
| 2027-06-20 | coupon | 1.250 |
| 2027-12-20 | coupon | 1.250 |
| …（11 omitted）… |
| 2033-12-20 | coupon | 1.250 |
| 2034-06-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2004-08-17 | new | 2.51 | — | 2.560 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 7.6y) | 2.526 % → ref. price 99.806 |
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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 | 1.988 | 103.498 | -0.623 | +3.05% | +12.19% |
| -25bp | 2.238 | 101.769 | -0.623 | +1.33% | +5.32% |
| Unchanged (roll-down) | 2.488 | 100.073 | -0.623 | -0.35% | -1.42% |
| +25bp | 2.738 | 98.408 | -0.623 | -2.01% | -8.03% |
| +50bp | 2.988 | 96.774 | -0.623 | -3.63% | -14.52% |
| 6m 2027-04-28 | -50bp | 1.950 | 103.643 | 1.243 | +5.04% | +10.09% |
| -25bp | 2.200 | 101.963 | 1.243 | +3.38% | +6.75% |
| Unchanged (roll-down) | 2.450 | 100.314 | 1.243 | +1.74% | +3.48% |
| +25bp | 2.700 | 98.695 | 1.243 | +0.13% | +0.26% |
| +50bp | 2.950 | 97.106 | 1.243 | -1.45% | -2.89% |
| 12m 2027-10-28 | -50bp | 1.891 | 103.773 | 2.500 | +6.42% | +6.42% |
| -25bp | 2.141 | 102.199 | 2.500 | +4.86% | +4.86% |
| Unchanged (roll-down) | 2.391 | 100.651 | 2.500 | +3.32% | +3.32% |
| +25bp | 2.641 | 99.130 | 2.500 | +1.81% | +1.81% |
| +50bp | 2.891 | 97.635 | 2.500 | +0.33% | +0.33% |