bonds / 30Y / JGB (30-Year) No. 16
Bond Information
| Name | JGB (30-Year) No. 16 |
|---|
| ISIN | — |
|---|
| Issue # | 16 |
|---|
| Coupon (%) | 2.5% semi-annual |
|---|
| Issue Date | 2004-10-25 |
|---|
| Maturity | 2034-09-20 （Remaining 7.9y） |
|---|
| Outstanding | ¥1T （2026-03-31・MOF） |
|---|
| Total issued | ¥1.1T （annual report, FY-end） |
|---|
| Statutory basis | 特例借換前倒財投 |
|---|
| STRIPS principal | ¥100M （2026-09-30） |
|---|
| SLF usage | last 30d —／ total ¥19.8B（last 2026-05-11・BOJ） |
|---|
| BOJ Holding | ¥402.4B（39.3%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.500 % |
|---|
| Compound Yield | 2.4982 % |
|---|
| Accrued Interest | 0.260274 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 7.11 |
|---|
| Macaulay Duration | 7.20 |
|---|
| DV01 | — |
|---|
| Convexity | 57.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| 2028-03-20 | coupon | 1.250 |
| …（11 omitted）… |
| 2034-03-20 | coupon | 1.250 |
| 2034-09-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
|---|
| 2004-10-19 | new | 3.93 | — | 2.500 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 7.9y) | 2.564 % → ref. price 99.531 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 2.026 | 103.331 | 0.630 | +4.44% | +17.76% |
| -25bp | 2.276 | 101.552 | 0.630 | +2.66% | +10.63% |
| Unchanged (roll-down) | 2.526 | 99.808 | 0.630 | +0.91% | +3.64% |
| +25bp | 2.776 | 98.097 | 0.630 | -0.80% | -3.22% |
| +50bp | 3.026 | 96.420 | 0.630 | -2.49% | -9.94% |
| 6m 2027-04-28 | -50bp | 1.988 | 103.482 | 1.257 | +5.22% | +10.44% |
| -25bp | 2.238 | 101.752 | 1.257 | +3.49% | +6.97% |
| Unchanged (roll-down) | 2.488 | 100.054 | 1.257 | +1.78% | +3.57% |
| +25bp | 2.738 | 98.389 | 1.257 | +0.12% | +0.23% |
| +50bp | 2.988 | 96.754 | 1.257 | -1.52% | -3.04% |
| 12m 2027-10-28 | -50bp | 1.917 | 103.738 | 2.500 | +6.72% | +6.72% |
| -25bp | 2.167 | 102.110 | 2.500 | +5.09% | +5.09% |
| Unchanged (roll-down) | 2.417 | 100.511 | 2.500 | +3.49% | +3.49% |
| +25bp | 2.667 | 98.940 | 2.500 | +1.91% | +1.91% |
| +50bp | 2.917 | 97.397 | 2.500 | +0.37% | +0.37% |