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 7.2y） |
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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 ¥2.5B／ total ¥4.3B（last 2026-10-08・BOJ） |
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| BOJ Holding | ¥182.6B（24.6%）（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 | 2.000 % |
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| Compound Yield | 1.9979 % |
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| Accrued Interest | 0.712329 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.59 |
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| Macaulay Duration | 6.65 |
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| DV01 | — |
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| Convexity | 48.8 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 7.1y) | 2.450 % → ref. price 97.050 |
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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 | 1.917 | 100.524 | -0.499 | +3.04% | +12.18% |
| -25bp | 2.167 | 98.925 | -0.499 | +1.41% | +5.63% |
| Unchanged (roll-down) | 2.417 | 97.355 | -0.499 | -0.20% | -0.79% |
| +25bp | 2.667 | 95.813 | -0.499 | -1.78% | -7.10% |
| +50bp | 2.917 | 94.297 | -0.499 | -3.33% | -13.30% |
| 6m 2027-04-28 | -50bp | 1.891 | 100.665 | 0.995 | +4.71% | +9.43% |
| -25bp | 2.141 | 99.116 | 0.995 | +3.13% | +6.26% |
| Unchanged (roll-down) | 2.391 | 97.595 | 0.995 | +1.57% | +3.15% |
| +25bp | 2.641 | 96.099 | 0.995 | +0.04% | +0.09% |
| +50bp | 2.891 | 94.629 | 0.995 | -1.46% | -2.92% |
| 12m 2027-10-28 | -50bp | 1.840 | 100.914 | 2.000 | +6.00% | +6.00% |
| -25bp | 2.090 | 99.470 | 2.000 | +4.52% | +4.52% |
| Unchanged (roll-down) | 2.340 | 98.050 | 2.000 | +3.07% | +3.07% |
| +25bp | 2.590 | 96.652 | 2.000 | +1.64% | +1.64% |
| +50bp | 2.840 | 95.277 | 2.000 | +0.23% | +0.23% |