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 2026-08-10・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 | 2.3978 % |
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| Accrued Interest | 0.420822 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 7.48 |
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| Macaulay Duration | 7.57 |
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| DV01 | — |
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| Convexity | 63.2 |
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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 | 1.200 |
| 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 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 8.3y) | 2.621 % → ref. price 98.341 |
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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 | 2.086 | 102.307 | 0.605 | +4.63% | +18.51% |
| -25bp | 2.336 | 100.452 | 0.605 | +2.75% | +11.00% |
| Unchanged (roll-down) | 2.586 | 98.635 | 0.605 | +0.91% | +3.64% |
| +25bp | 2.836 | 96.855 | 0.605 | -0.89% | -3.57% |
| +50bp | 3.086 | 95.111 | 0.605 | -2.66% | -10.63% |
| 6m 2027-02-23 | -50bp | 2.047 | 102.531 | 1.207 | +5.46% | +10.93% |
| -25bp | 2.297 | 100.724 | 1.207 | +3.63% | +7.27% |
| Unchanged (roll-down) | 2.547 | 98.952 | 1.207 | +1.84% | +3.68% |
| +25bp | 2.797 | 97.216 | 1.207 | +0.08% | +0.16% |
| +50bp | 3.047 | 95.514 | 1.207 | -1.64% | -3.28% |
| 12m 2027-08-23 | -50bp | 1.964 | 102.945 | 2.400 | +7.09% | +7.09% |
| -25bp | 2.214 | 101.234 | 2.400 | +5.36% | +5.36% |
| Unchanged (roll-down) | 2.464 | 99.554 | 2.400 | +3.66% | +3.66% |
| +25bp | 2.714 | 97.906 | 2.400 | +1.99% | +1.99% |
| +50bp | 2.964 | 96.289 | 2.400 | +0.35% | +0.35% |