bonds / 30Y / JGB (30-Year) No. 10
Bond Information
| Name | JGB (30-Year) No. 10 |
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| ISIN | — |
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| Issue # | 10 |
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| Coupon (%) | 1.1% semi-annual |
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| Issue Date | 2003-05-26 |
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| Maturity | 2033-03-20 （Remaining 6.5y） |
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| Outstanding | ¥735.8B （2026-03-31・MOF） |
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| Total issued | ¥948.8B （annual report, FY-end） |
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| Statutory basis | 4条特例借換前倒財投 |
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| STRIPS principal | ¥800M （2026-06-30） |
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| BOJ Holding | ¥508.1B（69.1%）（as of 2026-08-31・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 | 1.100 % |
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| Compound Yield | 1.0990 % |
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| Accrued Interest | 0.533425 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.24 |
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| Macaulay Duration | 6.28 |
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| DV01 | — |
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| Convexity | 43.1 |
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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 | 0.550 |
| 2027-03-20 | coupon | 0.550 |
| 2027-09-20 | coupon | 0.550 |
| …（9 omitted）… |
| 2032-09-20 | coupon | 0.550 |
| 2033-03-20 | coupon + redemption | 100.550 |
Related Auctions
| Auction Date | | Bid/Cover | Tail (sen) | Avg Yield (%) |
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| 2003-05-20 | new | 2.73 | — | 1.125 |
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 6.5y) | 2.421 % → ref. price 92.067 |
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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 2026-12-13 | -50bp | 1.891 | 95.342 | -0.280 | +3.23% | +12.94% |
| -25bp | 2.141 | 93.920 | -0.280 | +1.70% | +6.79% |
| Unchanged (roll-down) | 2.391 | 92.522 | -0.280 | +0.19% | +0.75% |
| +25bp | 2.641 | 91.146 | -0.280 | -1.30% | -5.19% |
| +50bp | 2.891 | 89.793 | -0.280 | -2.76% | -11.03% |
| 6m 2027-03-13 | -50bp | 1.860 | 95.683 | 0.541 | +4.49% | +8.98% |
| -25bp | 2.110 | 94.310 | 0.541 | +3.01% | +6.01% |
| Unchanged (roll-down) | 2.360 | 92.958 | 0.541 | +1.55% | +3.09% |
| +25bp | 2.610 | 91.628 | 0.541 | +0.11% | +0.22% |
| +50bp | 2.860 | 90.319 | 0.541 | -1.30% | -2.61% |
| 12m 2027-09-13 | -50bp | 1.803 | 96.317 | 1.100 | +5.78% | +5.78% |
| -25bp | 2.053 | 95.045 | 1.100 | +4.40% | +4.40% |
| Unchanged (roll-down) | 2.303 | 93.792 | 1.100 | +3.05% | +3.05% |
| +25bp | 2.553 | 92.557 | 1.100 | +1.72% | +1.72% |
| +50bp | 2.803 | 91.341 | 1.100 | +0.40% | +0.40% |