bonds / 30Y / JGB (30-Year) No. 13
Bond Information
| Name | JGB (30-Year) No. 13 |
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| ISIN | — |
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| Issue # | 13 |
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| Coupon (%) | 2% semi-annual |
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| Issue Date | 2004-02-27 |
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| Maturity | 2033-12-20 （Remaining 7.3y） |
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| Outstanding | ¥741.1B （2026-03-31・MOF） |
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| Total issued | ¥896.9B （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 ¥1.8B（last 2026-03-23・BOJ） |
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| BOJ Holding | ¥182.6B（24.6%）（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 | 2.000 % |
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| Compound Yield | 1.9980 % |
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| Accrued Interest | 0.350685 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.77 |
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| Macaulay Duration | 6.83 |
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| DV01 | — |
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| Convexity | 51.3 |
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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 | 1.000 |
| 2027-06-20 | coupon | 1.000 |
| 2027-12-20 | coupon | 1.000 |
| …（10 omitted）… |
| 2033-06-20 | coupon | 1.000 |
| 2033-12-20 | coupon + redemption | 101.000 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2004-02-24 | new | 1.60 | — | 2.080 |
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 7.3y) | 2.464 % → ref. price 96.890 |
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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 | 1.922 | 100.498 | 0.504 | +4.23% | +16.92% |
| -25bp | 2.172 | 98.861 | 0.504 | +2.55% | +10.18% |
| Unchanged (roll-down) | 2.422 | 97.254 | 0.504 | +0.89% | +3.57% |
| +25bp | 2.672 | 95.676 | 0.504 | -0.73% | -2.92% |
| +50bp | 2.922 | 94.126 | 0.504 | -2.32% | -9.29% |
| 6m 2027-02-23 | -50bp | 1.885 | 100.723 | 1.005 | +4.98% | +9.95% |
| -25bp | 2.135 | 99.136 | 1.005 | +3.34% | +6.69% |
| Unchanged (roll-down) | 2.385 | 97.577 | 1.005 | +1.74% | +3.48% |
| +25bp | 2.635 | 96.046 | 1.005 | +0.17% | +0.33% |
| +50bp | 2.885 | 94.541 | 1.005 | -1.38% | -2.76% |
| 12m 2027-08-23 | -50bp | 1.815 | 101.088 | 2.000 | +6.37% | +6.37% |
| -25bp | 2.065 | 99.602 | 2.000 | +4.85% | +4.85% |
| Unchanged (roll-down) | 2.315 | 98.141 | 2.000 | +3.34% | +3.34% |
| +25bp | 2.565 | 96.704 | 2.000 | +1.87% | +1.87% |
| +50bp | 2.815 | 95.290 | 2.000 | +0.41% | +0.41% |