bonds / 30Y / JGB (30-Year) No. 11
Bond Information
| Name | JGB (30-Year) No. 11 |
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| ISIN | — |
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| Issue # | 11 |
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| Coupon (%) | 1.7% semi-annual |
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| Issue Date | 2003-07-30 |
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| Maturity | 2033-06-20 （Remaining 6.8y） |
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| Outstanding | ¥634.8B （2026-03-31・MOF） |
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| Total issued | ¥734.3B （annual report, FY-end） |
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| Statutory basis | 特例借換前倒財投 |
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| STRIPS principal | ¥2B （2026-06-30） |
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| BOJ Holding | ¥312.4B（49.2%）（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 | 1.700 % |
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| Compound Yield | 1.6985 % |
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| Accrued Interest | 0.298082 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.40 |
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| Macaulay Duration | 6.46 |
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| DV01 | — |
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| Convexity | 45.7 |
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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 | 0.850 |
| 2027-06-20 | coupon | 0.850 |
| 2027-12-20 | coupon | 0.850 |
| …（9 omitted）… |
| 2032-12-20 | coupon | 0.850 |
| 2033-06-20 | coupon + redemption | 100.850 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2003-07-24 | new | 1.98 | — | 1.750 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 6.8y) | 2.385 % → ref. price 95.694 |
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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 | 1.850 | 99.067 | 0.428 | +3.96% | +15.84% |
| -25bp | 2.100 | 97.546 | 0.428 | +2.38% | +9.50% |
| Unchanged (roll-down) | 2.350 | 96.051 | 0.428 | +0.82% | +3.27% |
| +25bp | 2.600 | 94.582 | 0.428 | -0.71% | -2.85% |
| +50bp | 2.850 | 93.138 | 0.428 | -2.22% | -8.87% |
| 6m 2027-02-23 | -50bp | 1.814 | 99.312 | 0.855 | +4.66% | +9.32% |
| -25bp | 2.064 | 97.842 | 0.855 | +3.13% | +6.26% |
| Unchanged (roll-down) | 2.314 | 96.397 | 0.855 | +1.62% | +3.24% |
| +25bp | 2.564 | 94.975 | 0.855 | +0.14% | +0.28% |
| +50bp | 2.814 | 93.576 | 0.855 | -1.32% | -2.63% |
| 12m 2027-08-23 | -50bp | 1.744 | 99.746 | 1.700 | +5.99% | +5.99% |
| -25bp | 1.994 | 98.378 | 1.700 | +4.57% | +4.57% |
| Unchanged (roll-down) | 2.244 | 97.031 | 1.700 | +3.16% | +3.16% |
| +25bp | 2.494 | 95.705 | 1.700 | +1.78% | +1.78% |
| +50bp | 2.744 | 94.399 | 1.700 | +0.42% | +0.42% |