bonds / 30Y / JGB (30-Year) No. 17
Bond Information
| Name | JGB (30-Year) No. 17 |
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| ISIN | — |
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| Issue # | 17 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2005-02-21 |
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| Maturity | 2034-12-20 （Remaining 8.2y） |
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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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| SLF usage | last 30d —／ total ¥10B（last 2026-06-25・BOJ） |
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| BOJ Holding | ¥378.9B（36.3%）（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 | 2.3977 % |
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| Accrued Interest | 0.854795 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.30 |
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| Macaulay Duration | 7.39 |
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| DV01 | — |
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| Convexity | 60.5 |
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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 | 1.200 |
| 2027-06-20 | coupon | 1.200 |
| 2027-12-20 | coupon | 1.200 |
| …（12 omitted）… |
| 2034-06-20 | coupon | 1.200 |
| 2034-12-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2005-02-15 | new | 2.75 | — | 2.460 |
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 8.1y) | 2.599 % → ref. price 98.533 |
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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 | 2.064 | 102.425 | -0.598 | +3.31% | +13.26% |
| -25bp | 2.314 | 100.605 | -0.598 | +1.48% | +5.93% |
| Unchanged (roll-down) | 2.564 | 98.822 | -0.598 | -0.31% | -1.25% |
| +25bp | 2.814 | 97.074 | -0.598 | -2.07% | -8.28% |
| +50bp | 3.064 | 95.361 | -0.598 | -3.79% | -15.18% |
| 6m 2027-04-28 | -50bp | 2.026 | 102.622 | 1.193 | +5.32% | +10.63% |
| -25bp | 2.276 | 100.850 | 1.193 | +3.53% | +7.06% |
| Unchanged (roll-down) | 2.526 | 99.112 | 1.193 | +1.78% | +3.57% |
| +25bp | 2.776 | 97.408 | 1.193 | +0.07% | +0.14% |
| +50bp | 3.026 | 95.736 | 1.193 | -1.61% | -3.23% |
| 12m 2027-10-28 | -50bp | 1.950 | 102.972 | 2.400 | +6.88% | +6.88% |
| -25bp | 2.200 | 101.298 | 2.400 | +5.20% | +5.20% |
| Unchanged (roll-down) | 2.450 | 99.656 | 2.400 | +3.54% | +3.54% |
| +25bp | 2.700 | 98.043 | 2.400 | +1.92% | +1.92% |
| +50bp | 2.950 | 96.459 | 2.400 | +0.33% | +0.33% |