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 8.1y） |
|---|
| 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 （2026-06-30） |
|---|
| SLF usage | last 30d —／ total ¥19.8B（last 2026-05-11・BOJ） |
|---|
| BOJ Holding | ¥400.8B（39.2%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 2.500 % |
|---|
| Compound Yield | 2.4968 % |
|---|
| Accrued Interest | 1.068493 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 7.20 |
|---|
| Macaulay Duration | 7.29 |
|---|
| DV01 | — |
|---|
| Convexity | 59.1 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 1.250 |
| 2027-03-20 | coupon | 1.250 |
| 2027-09-20 | coupon | 1.250 |
| …（12 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 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 8.1y) | 2.587 % → ref. price 99.350 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 2.047 | 103.248 | -0.630 | +3.25% | +13.02% |
| -25bp | 2.297 | 101.433 | -0.630 | +1.45% | +5.79% |
| Unchanged (roll-down) | 2.547 | 99.654 | -0.630 | -0.32% | -1.30% |
| +25bp | 2.797 | 97.911 | -0.630 | -2.06% | -8.24% |
| +50bp | 3.047 | 96.201 | -0.630 | -3.76% | -15.05% |
| 6m 2027-02-23 | -50bp | 2.005 | 103.450 | 1.250 | +5.33% | +10.66% |
| -25bp | 2.255 | 101.684 | 1.250 | +3.57% | +7.14% |
| Unchanged (roll-down) | 2.505 | 99.951 | 1.250 | +1.84% | +3.69% |
| +25bp | 2.755 | 98.253 | 1.250 | +0.15% | +0.30% |
| +50bp | 3.005 | 96.586 | 1.250 | -1.51% | -3.01% |
| 12m 2027-08-23 | -50bp | 1.923 | 103.781 | 2.500 | +6.90% | +6.90% |
| -25bp | 2.173 | 102.113 | 2.500 | +5.24% | +5.24% |
| Unchanged (roll-down) | 2.423 | 100.476 | 2.500 | +3.61% | +3.61% |
| +25bp | 2.673 | 98.868 | 2.500 | +2.01% | +2.01% |
| +50bp | 2.923 | 97.289 | 2.500 | +0.44% | +0.44% |