bonds / 30Y / JGB (30-Year) No. 12
Bond Information
| Name | JGB (30-Year) No. 12 |
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| ISIN | — |
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| Issue # | 12 |
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| Coupon (%) | 2.1% semi-annual |
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| Issue Date | 2003-11-20 |
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| Maturity | 2033-09-20 （Remaining 7.1y） |
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| Outstanding | ¥698.2B （2026-03-31・MOF） |
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| Total issued | ¥749.5B （annual report, FY-end） |
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| Statutory basis | 借換前倒財投 |
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| SLF usage | last 30d —／ total ¥1.3B（last 2026-03-27・BOJ） |
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| BOJ Holding | ¥305.5B（43.8%）（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 | 2.100 % |
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| Compound Yield | 2.0970 % |
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| Accrued Interest | 0.897534 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.49 |
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| Macaulay Duration | 6.56 |
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| DV01 | — |
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| Convexity | 47.6 |
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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 | 1.050 |
| 2027-03-20 | coupon | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| …（10 omitted）… |
| 2033-03-20 | coupon | 1.050 |
| 2033-09-20 | coupon + redemption | 101.050 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2003-11-13 | new | 2.60 | — | 2.130 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 7.1y) | 2.423 % → ref. price 97.891 |
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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 | 1.885 | 101.359 | -0.529 | +2.97% | +11.90% |
| -25bp | 2.135 | 99.766 | -0.529 | +1.36% | +5.45% |
| Unchanged (roll-down) | 2.385 | 98.200 | -0.529 | -0.22% | -0.89% |
| +25bp | 2.635 | 96.663 | -0.529 | -1.78% | -7.12% |
| +50bp | 2.885 | 95.152 | -0.529 | -3.31% | -13.23% |
| 6m 2027-02-23 | -50bp | 1.850 | 101.533 | 1.050 | +4.75% | +9.50% |
| -25bp | 2.100 | 99.991 | 1.050 | +3.19% | +6.38% |
| Unchanged (roll-down) | 2.350 | 98.475 | 1.050 | +1.65% | +3.31% |
| +25bp | 2.600 | 96.986 | 1.050 | +0.15% | +0.29% |
| +50bp | 2.850 | 95.521 | 1.050 | -1.34% | -2.67% |
| 12m 2027-08-23 | -50bp | 1.780 | 101.818 | 2.100 | +6.10% | +6.10% |
| -25bp | 2.030 | 100.380 | 2.100 | +4.65% | +4.65% |
| Unchanged (roll-down) | 2.280 | 98.965 | 2.100 | +3.21% | +3.21% |
| +25bp | 2.530 | 97.571 | 2.100 | +1.80% | +1.80% |
| +50bp | 2.780 | 96.200 | 2.100 | +0.41% | +0.41% |