bonds / 30Y / JGB (30-Year) No. 15
Bond Information
| Name | JGB (30-Year) No. 15 |
|---|
| ISIN | — |
|---|
| Issue # | 15 |
|---|
| Coupon (%) | 2.5% semi-annual |
|---|
| Issue Date | 2004-08-20 |
|---|
| Maturity | 2034-06-20 （Remaining 7.8y） |
|---|
| Outstanding | ¥1.4T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.5T （annual report, FY-end） |
|---|
| Statutory basis | 4条特例借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥16.7B（last 2026-04-01・BOJ） |
|---|
| BOJ Holding | ¥389.2B（28.1%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.500 % |
|---|
| Compound Yield | 2.4979 % |
|---|
| Accrued Interest | 0.582192 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 6.99 |
|---|
| Macaulay Duration | 7.07 |
|---|
| DV01 | — |
|---|
| Convexity | 55.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 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 (%) |
|---|
| 2004-08-17 | new | 2.51 | — | 2.560 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 7.8y) | 2.610 % → ref. price 99.216 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 2.068 | 102.982 | 0.623 | +4.40% | +17.59% |
| -25bp | 2.318 | 101.236 | 0.623 | +2.65% | +10.59% |
| Unchanged (roll-down) | 2.568 | 99.524 | 0.623 | +0.93% | +3.73% |
| +25bp | 2.818 | 97.844 | 0.623 | -0.75% | -3.00% |
| +50bp | 3.068 | 96.197 | 0.623 | -2.40% | -9.61% |
| 6m 2027-03-13 | -50bp | 2.027 | 103.177 | 1.236 | +5.21% | +10.41% |
| -25bp | 2.277 | 101.479 | 1.236 | +3.51% | +7.01% |
| Unchanged (roll-down) | 2.527 | 99.813 | 1.236 | +1.84% | +3.67% |
| +25bp | 2.777 | 98.177 | 1.236 | +0.20% | +0.39% |
| +50bp | 3.027 | 96.572 | 1.236 | -1.41% | -2.82% |
| 12m 2027-09-13 | -50bp | 1.952 | 103.445 | 2.500 | +6.74% | +6.74% |
| -25bp | 2.202 | 101.850 | 2.500 | +5.14% | +5.14% |
| Unchanged (roll-down) | 2.452 | 100.282 | 2.500 | +3.57% | +3.57% |
| +25bp | 2.702 | 98.741 | 2.500 | +2.03% | +2.03% |
| +50bp | 2.952 | 97.228 | 2.500 | +0.51% | +0.51% |