overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
bonds / 30Y / JGB (30-Year) No. 58

Bond Information

NameJGB (30-Year) No. 58
ISIN
Issue #58
Coupon (%)0.8% semi-annual
Issue Date2018-03-20
Maturity2048-03-20 (Remaining 21.6y)
Outstanding¥3.2T (2026-03-31・MOF)
Total issued¥3.5T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥17B(last 2026-07-09・BOJ)
BOJ Holding¥1.9T(60.4%)(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 Yield0.800 %
Compound Yield0.7994 %
Accrued Interest0.341918 (156 days) per 100
Settlement Amount
Modified Duration19.73
Macaulay Duration19.80
DV01
Convexity421.8

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.400
2027-03-20coupon0.400
2027-09-20coupon0.400
…(39 omitted)…
2047-09-20coupon0.400
2048-03-20coupon + redemption100.400

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2018-06-19reopen4.2270.707
2018-05-15reopen4.4110.746
2018-04-12reopen4.3460.714
2018-03-06new4.2460.750

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

CMT interpolated (rem 21.6y)3.813 % → ref. price 55.934
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.29861.942-0.202+10.32%+41.27%
-25bp3.54859.114-0.202+5.29%+21.17%
Unchanged (roll-down)3.79856.428-0.202+0.52%+2.08%
+25bp4.04853.878-0.202-4.01%-16.05%
+50bp4.29851.455-0.202-8.32%-33.27%
6m 2027-02-23-50bp3.28362.4280.400+12.25%+24.50%
-25bp3.53359.6050.400+7.23%+14.47%
Unchanged (roll-down)3.78356.9220.400+2.47%+4.93%
+25bp4.03354.3740.400-2.06%-4.12%
+50bp4.28351.9510.400-6.37%-12.73%
12m 2027-08-23-50bp3.25363.3840.800+14.66%+14.66%
-25bp3.50360.5720.800+9.66%+9.66%
Unchanged (roll-down)3.75357.8980.800+4.91%+4.91%
+25bp4.00355.3530.800+0.39%+0.39%
+50bp4.25352.9330.800-3.91%-3.91%