bonds / 30Y / JGB (30-Year) No. 15
Bond Information
| Name | JGB (30-Year) No. 15 |
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| ISIN | — |
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| Issue # | 15 |
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| Coupon (%) | 2.5% semi-annual |
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| Issue Date | 2004-08-20 |
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| Maturity | 2034-06-20 （Remaining 7.8y） |
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| Outstanding | ¥1.4T （2026-03-31・MOF） |
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| Total issued | ¥1.5T （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| SLF usage | last 30d —／ total ¥16.7B（last 2026-04-01・BOJ） |
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| BOJ Holding | ¥389.2B（28.1%）（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 | 2.500 % |
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| Compound Yield | 2.4979 % |
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| Accrued Interest | 0.438356 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.04 |
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| Macaulay Duration | 7.13 |
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| DV01 | — |
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| Convexity | 56.2 |
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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 | 1.250 |
| 2027-06-20 | coupon | 1.250 |
| 2027-12-20 | coupon | 1.250 |
| …（11 omitted）… |
| 2033-12-20 | coupon | 1.250 |
| 2034-06-20 | coupon + redemption | 101.250 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2004-08-17 | new | 2.51 | — | 2.560 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 7.8y) | 2.547 % → ref. price 99.654 |
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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 | 2.005 | 103.450 | 0.630 | +4.42% | +17.69% |
| -25bp | 2.255 | 101.684 | 0.630 | +2.66% | +10.63% |
| Unchanged (roll-down) | 2.505 | 99.951 | 0.630 | +0.93% | +3.71% |
| +25bp | 2.755 | 98.252 | 0.630 | -0.77% | -3.08% |
| +50bp | 3.005 | 96.586 | 0.630 | -2.44% | -9.74% |
| 6m 2027-02-23 | -50bp | 1.963 | 103.635 | 1.257 | +5.23% | +10.47% |
| -25bp | 2.213 | 101.918 | 1.257 | +3.52% | +7.04% |
| Unchanged (roll-down) | 2.463 | 100.234 | 1.257 | +1.83% | +3.67% |
| +25bp | 2.713 | 98.581 | 1.257 | +0.18% | +0.37% |
| +50bp | 2.963 | 96.958 | 1.257 | -1.44% | -2.88% |
| 12m 2027-08-23 | -50bp | 1.885 | 103.908 | 2.500 | +6.75% | +6.75% |
| -25bp | 2.135 | 102.293 | 2.500 | +5.13% | +5.13% |
| Unchanged (roll-down) | 2.385 | 100.705 | 2.500 | +3.55% | +3.55% |
| +25bp | 2.635 | 99.145 | 2.500 | +1.99% | +1.99% |
| +50bp | 2.885 | 97.613 | 2.500 | +0.46% | +0.46% |