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 7y） |
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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 2026-08-31・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 | 2.100 % |
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| Compound Yield | 2.0971 % |
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| Accrued Interest | 1.018356 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.43 |
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| Macaulay Duration | 6.50 |
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| DV01 | — |
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| Convexity | 46.8 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 7.0y) | 2.484 % → ref. price 97.518 |
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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 | 1.953 | 100.920 | -0.535 | +2.91% | +11.64% |
| -25bp | 2.203 | 99.346 | -0.535 | +1.31% | +5.25% |
| Unchanged (roll-down) | 2.453 | 97.800 | -0.535 | -0.26% | -1.03% |
| +25bp | 2.703 | 96.281 | -0.535 | -1.80% | -7.19% |
| +50bp | 2.953 | 94.788 | -0.535 | -3.31% | -13.25% |
| 6m 2027-03-13 | -50bp | 1.922 | 101.075 | 1.033 | +4.66% | +9.32% |
| -25bp | 2.172 | 99.552 | 1.033 | +3.11% | +6.23% |
| Unchanged (roll-down) | 2.422 | 98.055 | 1.033 | +1.59% | +3.19% |
| +25bp | 2.672 | 96.582 | 1.033 | +0.10% | +0.20% |
| +50bp | 2.922 | 95.135 | 1.033 | -1.37% | -2.74% |
| 12m 2027-09-13 | -50bp | 1.860 | 101.341 | 2.100 | +6.01% | +6.01% |
| -25bp | 2.110 | 99.923 | 2.100 | +4.57% | +4.57% |
| Unchanged (roll-down) | 2.360 | 98.527 | 2.100 | +3.16% | +3.16% |
| +25bp | 2.610 | 97.153 | 2.100 | +1.76% | +1.76% |
| +50bp | 2.860 | 95.801 | 2.100 | +0.39% | +0.39% |