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bonds / 30Y / JGB (30-Year) No. 59

Bond Information

NameJGB (30-Year) No. 59
ISIN
Issue #59
Coupon (%)0.7% semi-annual
Issue Date2018-07-06
Maturity2048-06-20 (Remaining 21.8y)
Outstanding¥2T (2026-03-31・MOF)
Total issued¥2.5T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥1.9B(last 2026-05-12・BOJ)
BOJ Holding¥550.5B(26.9%)(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 Yield0.700 %
Compound Yield0.6995 %
Accrued Interest0.122740 (64 days) per 100
Settlement Amount
Modified Duration20.20
Macaulay Duration20.27
DV01
Convexity438.5

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.350
2027-06-20coupon0.350
2027-12-20coupon0.350
…(39 omitted)…
2047-12-20coupon0.350
2048-06-20coupon + redemption100.350

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2018-09-11reopen4.2310.838
2018-08-09reopen4.6860.850
2018-07-05new5.0150.704

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

CMT interpolated (rem 21.8y)3.828 % → ref. price 53.976
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.31359.9230.176+11.32%+45.28%
-25bp3.56357.1270.176+6.15%+24.60%
Unchanged (roll-down)3.81354.4740.176+1.25%+4.99%
+25bp4.06351.9560.176-3.41%-13.63%
+50bp4.31349.5660.176-7.82%-31.30%
6m 2027-02-23-50bp3.29860.4180.352+12.56%+25.12%
-25bp3.54857.6260.352+7.40%+14.80%
Unchanged (roll-down)3.79854.9750.352+2.50%+4.99%
+25bp4.04852.4570.352-2.16%-4.31%
+50bp4.29850.0670.352-6.57%-13.15%
12m 2027-08-23-50bp3.26861.3940.700+15.01%+15.01%
-25bp3.51858.6110.700+9.86%+9.86%
Unchanged (roll-down)3.76855.9660.700+4.97%+4.97%
+25bp4.01853.4510.700+0.32%+0.32%
+50bp4.26851.0610.700-4.09%-4.09%