bonds / 30Y / JGB (30-Year) No. 16
Bond Information
| Name | JGB (30-Year) No. 16 |
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| ISIN | — |
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| Issue # | 16 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2004-10-25 |
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| Maturity | 2034-09-20 （Remaining 8y） |
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| Outstanding | ¥1T （2026-03-31・MOF） |
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| Total issued | ¥1.1T （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥100M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥19.8B（last 2026-05-11・BOJ） |
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| BOJ Holding | ¥401.4B（39.2%）（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 | 2.500 % |
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| Compound Yield | 2.4969 % |
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| Accrued Interest | 1.212329 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.14 |
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| Macaulay Duration | 7.23 |
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| DV01 | — |
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| Convexity | 58.3 |
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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 | 1.250 |
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| …（12 omitted）… |
| 2034-03-20 | coupon | 1.250 |
| 2034-09-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2004-10-19 | new | 3.93 | — | 2.500 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 8.0y) | 2.652 % → ref. price 98.889 |
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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 | 2.111 | 102.766 | -0.637 | +3.24% | +12.95% |
| -25bp | 2.361 | 100.972 | -0.637 | +1.44% | +5.78% |
| Unchanged (roll-down) | 2.611 | 99.213 | -0.637 | -0.31% | -1.25% |
| +25bp | 2.861 | 97.489 | -0.637 | -2.03% | -8.14% |
| +50bp | 3.111 | 95.798 | -0.637 | -3.72% | -14.89% |
| 6m 2027-03-13 | -50bp | 2.069 | 102.977 | 1.229 | +5.31% | +10.63% |
| -25bp | 2.319 | 101.231 | 1.229 | +3.57% | +7.14% |
| Unchanged (roll-down) | 2.569 | 99.518 | 1.229 | +1.86% | +3.71% |
| +25bp | 2.819 | 97.837 | 1.229 | +0.18% | +0.35% |
| +50bp | 3.069 | 96.188 | 1.229 | -1.47% | -2.94% |
| 12m 2027-09-13 | -50bp | 1.984 | 103.342 | 2.500 | +6.95% | +6.95% |
| -25bp | 2.234 | 101.695 | 2.500 | +5.30% | +5.30% |
| Unchanged (roll-down) | 2.484 | 100.077 | 2.500 | +3.68% | +3.68% |
| +25bp | 2.734 | 98.488 | 2.500 | +2.10% | +2.10% |
| +50bp | 2.984 | 96.928 | 2.500 | +0.54% | +0.54% |