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 8.3y） |
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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 2026-08-31・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 | 2.400 % |
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| Compound Yield | 2.3977 % |
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| Accrued Interest | 0.558904 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.42 |
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| Macaulay Duration | 7.51 |
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| DV01 | — |
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| Convexity | 62.4 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 8.3y) | 2.685 % → ref. price 97.883 |
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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 | 2.152 | 101.807 | 0.598 | +4.59% | +18.37% |
| -25bp | 2.402 | 99.973 | 0.598 | +2.73% | +10.92% |
| Unchanged (roll-down) | 2.652 | 98.177 | 0.598 | +0.91% | +3.63% |
| +25bp | 2.902 | 96.417 | 0.598 | -0.88% | -3.53% |
| +50bp | 3.152 | 94.693 | 0.598 | -2.63% | -10.53% |
| 6m 2027-03-13 | -50bp | 2.111 | 102.050 | 1.187 | +5.44% | +10.88% |
| -25bp | 2.361 | 100.262 | 1.187 | +3.62% | +7.24% |
| Unchanged (roll-down) | 2.611 | 98.510 | 1.187 | +1.84% | +3.68% |
| +25bp | 2.861 | 96.792 | 1.187 | +0.10% | +0.19% |
| +50bp | 3.111 | 95.108 | 1.187 | -1.61% | -3.23% |
| 12m 2027-09-13 | -50bp | 2.026 | 102.499 | 2.400 | +7.13% | +7.13% |
| -25bp | 2.276 | 100.808 | 2.400 | +5.41% | +5.41% |
| Unchanged (roll-down) | 2.526 | 99.148 | 2.400 | +3.72% | +3.72% |
| +25bp | 2.776 | 97.520 | 2.400 | +2.07% | +2.07% |
| +50bp | 3.026 | 95.921 | 2.400 | +0.44% | +0.44% |