bonds / 30Y / JGB (30-Year) No. 14
Bond Information
| Name | JGB (30-Year) No. 14 |
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| ISIN | — |
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| Issue # | 14 |
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| Coupon (%) | 2.4% semi-annual |
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| Issue Date | 2004-04-20 |
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| Maturity | 2034-03-20 （Remaining 7.6y） |
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| Outstanding | ¥1.1T （2026-03-31・MOF） |
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| Total issued | ¥1.2T （annual report, FY-end） |
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| Statutory basis | 借換前倒財投 |
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| STRIPS principal | ¥900M （2026-06-30） |
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| SLF usage | last 30d —／ total ¥30B（last 2026-07-03・BOJ） |
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| BOJ Holding | ¥353.2B（31.4%）（as of 2026-08-10・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 | 2.3980 % |
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| Accrued Interest | 1.025753 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.82 |
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| Macaulay Duration | 6.90 |
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| DV01 | — |
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| Convexity | 52.9 |
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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 | 1.200 |
| 2027-03-20 | coupon | 1.200 |
| 2027-09-20 | coupon | 1.200 |
| …（11 omitted）… |
| 2033-09-20 | coupon | 1.200 |
| 2034-03-20 | coupon + redemption | 101.200 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2004-04-15 | new | 2.03 | — | 2.480 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 7.6y) | 2.505 % → ref. price 99.265 |
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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 2026-11-23 | -50bp | 1.963 | 102.962 | -0.605 | +3.08% | +12.33% |
| -25bp | 2.213 | 101.252 | -0.605 | +1.38% | +5.51% |
| Unchanged (roll-down) | 2.463 | 99.574 | -0.605 | -0.30% | -1.18% |
| +25bp | 2.713 | 97.926 | -0.605 | -1.94% | -7.75% |
| +50bp | 2.963 | 96.310 | -0.605 | -3.55% | -14.20% |
| 6m 2027-02-23 | -50bp | 1.921 | 103.147 | 1.200 | +5.07% | +10.14% |
| -25bp | 2.171 | 101.487 | 1.200 | +3.41% | +6.83% |
| Unchanged (roll-down) | 2.421 | 99.857 | 1.200 | +1.79% | +3.58% |
| +25bp | 2.671 | 98.257 | 1.200 | +0.19% | +0.38% |
| +50bp | 2.921 | 96.685 | 1.200 | -1.38% | -2.75% |
| 12m 2027-08-23 | -50bp | 1.850 | 103.380 | 2.400 | +6.50% | +6.50% |
| -25bp | 2.100 | 101.822 | 2.400 | +4.94% | +4.94% |
| Unchanged (roll-down) | 2.350 | 100.291 | 2.400 | +3.42% | +3.42% |
| +25bp | 2.600 | 98.786 | 2.400 | +1.92% | +1.92% |
| +50bp | 2.850 | 97.306 | 2.400 | +0.44% | +0.44% |