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 6.9y） |
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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 2026-10-20・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 | 2.100 % |
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| Compound Yield | 2.0983 % |
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| Accrued Interest | 0.218630 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.38 |
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| Macaulay Duration | 6.45 |
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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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| 2027-03-20 | coupon | 1.050 |
| 2027-09-20 | coupon | 1.050 |
| 2028-03-20 | coupon | 1.050 |
| …（9 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 6.9y) | 2.417 % → ref. price 97.983 |
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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 | 1.891 | 101.286 | 0.529 | +3.90% | +15.61% |
| -25bp | 2.141 | 99.733 | 0.529 | +2.32% | +9.29% |
| Unchanged (roll-down) | 2.391 | 98.207 | 0.529 | +0.77% | +3.07% |
| +25bp | 2.641 | 96.707 | 0.529 | -0.76% | -3.04% |
| +50bp | 2.891 | 95.232 | 0.529 | -2.26% | -9.05% |
| 6m 2027-04-28 | -50bp | 1.866 | 101.386 | 1.056 | +4.54% | +9.08% |
| -25bp | 2.116 | 99.885 | 1.056 | +3.01% | +6.02% |
| Unchanged (roll-down) | 2.366 | 98.408 | 1.056 | +1.51% | +3.02% |
| +25bp | 2.616 | 96.956 | 1.056 | +0.03% | +0.06% |
| +50bp | 2.866 | 95.528 | 1.056 | -1.42% | -2.85% |
| 12m 2027-10-28 | -50bp | 1.816 | 101.571 | 2.100 | +5.79% | +5.79% |
| -25bp | 2.066 | 100.177 | 2.100 | +4.37% | +4.37% |
| Unchanged (roll-down) | 2.316 | 98.804 | 2.100 | +2.97% | +2.97% |
| +25bp | 2.566 | 97.452 | 2.100 | +1.60% | +1.60% |
| +50bp | 2.816 | 96.121 | 2.100 | +0.24% | +0.24% |