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 7.3y） |
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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 —／ total ¥1.8B（last 2026-03-23・BOJ） |
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| BOJ Holding | ¥182.6B（24.6%）（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 | 2.000 % |
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| Compound Yield | 1.9979 % |
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| Accrued Interest | 0.465753 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 6.71 |
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| Macaulay Duration | 6.78 |
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| DV01 | — |
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| Convexity | 50.5 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 7.3y) | 2.526 % → ref. price 96.509 |
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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 | 1.984 | 100.089 | 0.499 | +4.21% | +16.82% |
| -25bp | 2.234 | 98.472 | 0.499 | +2.54% | +10.15% |
| Unchanged (roll-down) | 2.484 | 96.883 | 0.499 | +0.90% | +3.60% |
| +25bp | 2.734 | 95.323 | 0.499 | -0.71% | -2.84% |
| +50bp | 2.984 | 93.791 | 0.499 | -2.29% | -9.16% |
| 6m 2027-03-13 | -50bp | 1.953 | 100.286 | 0.989 | +4.91% | +9.83% |
| -25bp | 2.203 | 98.718 | 0.989 | +3.30% | +6.59% |
| Unchanged (roll-down) | 2.453 | 97.176 | 0.989 | +1.71% | +3.42% |
| +25bp | 2.703 | 95.662 | 0.989 | +0.15% | +0.29% |
| +50bp | 2.953 | 94.174 | 0.989 | -1.39% | -2.78% |
| 12m 2027-09-13 | -50bp | 1.891 | 100.629 | 2.000 | +6.31% | +6.31% |
| -25bp | 2.141 | 99.163 | 2.000 | +4.80% | +4.80% |
| Unchanged (roll-down) | 2.391 | 97.721 | 2.000 | +3.31% | +3.31% |
| +25bp | 2.641 | 96.303 | 2.000 | +1.85% | +1.85% |
| +50bp | 2.891 | 94.907 | 2.000 | +0.41% | +0.41% |