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bonds / 30Y / JGB (30-Year) No. 51

Bond Information

NameJGB (30-Year) No. 51
ISIN
Issue #51
Coupon (%)0.3% semi-annual
Issue Date2016-06-20
Maturity2046-06-20 (Remaining 19.8y)
Outstanding¥3T (2026-03-31・MOF)
Total issued¥3T (annual report, FY-end)
Statutory basis4条借換前倒
SLF usagelast 30d ¥22.4B/ total ¥41.1B(last 2026-08-06・BOJ)
BOJ Holding¥1.6T(52.9%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.300 %
Compound Yield0.2998 %
Accrued Interest0.052603 (64 days) per 100
Settlement Amount
Modified Duration19.24
Macaulay Duration19.26
DV01
Convexity386.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.150
2027-06-20coupon0.150
2027-12-20coupon0.150
…(35 omitted)…
2045-12-20coupon0.150
2046-06-20coupon + redemption100.150

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2016-08-09reopen3.07210.424
2016-07-12reopen2.64750.120
2016-06-07new3.42140.314

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 19.8y)3.708 % → ref. price 52.428
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.19358.1160.076+10.98%+43.93%
-25bp3.44355.4920.076+5.98%+23.93%
Unchanged (roll-down)3.69352.9930.076+1.22%+4.88%
+25bp3.94350.6120.076-3.32%-13.26%
+50bp4.19348.3450.076-7.64%-30.54%
6m 2027-02-23-50bp3.17758.6740.151+12.19%+24.38%
-25bp3.42756.0560.151+7.20%+14.40%
Unchanged (roll-down)3.67753.5610.151+2.45%+4.89%
+25bp3.92751.1830.151-2.09%-4.17%
+50bp4.17748.9160.151-6.40%-12.81%
12m 2027-08-23-50bp3.14659.7760.300+14.57%+14.57%
-25bp3.39657.1710.300+9.61%+9.61%
Unchanged (roll-down)3.64654.6860.300+4.87%+4.87%
+25bp3.89652.3140.300+0.36%+0.36%
+50bp4.14650.0510.300-3.96%-3.96%