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 6.6y） |
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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 （2026-09-30） |
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| BOJ Holding | ¥316.9B（49.9%）（as of 2026-10-20・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 | 0.605479 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.23 |
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| Macaulay Duration | 6.28 |
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| DV01 | — |
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| Convexity | 43.4 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.6y) | 2.391 % → ref. price 95.763 |
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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 2027-01-28 | -50bp | 1.865 | 98.999 | -0.424 | +2.92% | +11.67% |
| -25bp | 2.115 | 97.519 | -0.424 | +1.38% | +5.53% |
| Unchanged (roll-down) | 2.365 | 96.064 | -0.424 | -0.13% | -0.51% |
| +25bp | 2.615 | 94.632 | -0.424 | -1.61% | -6.45% |
| +50bp | 2.865 | 93.224 | -0.424 | -3.07% | -12.30% |
| 6m 2027-04-28 | -50bp | 1.840 | 99.182 | 0.845 | +4.42% | +8.85% |
| -25bp | 2.090 | 97.752 | 0.845 | +2.94% | +5.88% |
| Unchanged (roll-down) | 2.340 | 96.346 | 0.845 | +1.48% | +2.96% |
| +25bp | 2.590 | 94.962 | 0.845 | +0.05% | +0.09% |
| +50bp | 2.840 | 93.600 | 0.845 | -1.37% | -2.73% |
| 12m 2027-10-28 | -50bp | 1.794 | 99.487 | 1.700 | +5.63% | +5.63% |
| -25bp | 2.044 | 98.163 | 1.700 | +4.26% | +4.26% |
| Unchanged (roll-down) | 2.294 | 96.859 | 1.700 | +2.90% | +2.90% |
| +25bp | 2.544 | 95.575 | 1.700 | +1.57% | +1.57% |
| +50bp | 2.794 | 94.309 | 1.700 | +0.26% | +0.26% |