bonds / 30Y / JGB (30-Year) No. 60
Bond Information
| Name | JGB (30-Year) No. 60 |
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| ISIN | — |
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| Issue # | 60 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2018-10-12 |
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| Maturity | 2048-09-20 （Remaining 22.1y） |
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| Outstanding | ¥2.3T （2026-03-31・MOF） |
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| Total issued | ¥2.3T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥700M（last 2026-06-05・BOJ） |
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| BOJ Holding | ¥1.2T（52.7%）（as of 2026-08-10・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 | 0.900 % |
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| Compound Yield | 0.8992 % |
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| Accrued Interest | 0.384658 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.92 |
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| Macaulay Duration | 20.01 |
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| DV01 | — |
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| Convexity | 433.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.450 |
| 2027-03-20 | coupon | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| …（40 omitted）… |
| 2048-03-20 | coupon | 0.450 |
| 2048-09-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 22.1y) | 3.843 % → ref. price 56.436 |
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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 2026-11-23 | -50bp | 3.328 | 62.515 | -0.227 | +10.30% | +41.20% |
| -25bp | 3.578 | 59.642 | -0.227 | +5.24% | +20.98% |
| Unchanged (roll-down) | 3.828 | 56.917 | -0.227 | +0.45% | +1.79% |
| +25bp | 4.078 | 54.330 | -0.227 | -4.10% | -16.42% |
| +50bp | 4.328 | 51.876 | -0.227 | -8.43% | -33.70% |
| 6m 2027-02-23 | -50bp | 3.313 | 62.988 | 0.450 | +12.32% | +24.65% |
| -25bp | 3.563 | 60.120 | 0.450 | +7.28% | +14.55% |
| Unchanged (roll-down) | 3.813 | 57.397 | 0.450 | +2.48% | +4.97% |
| +25bp | 4.063 | 54.812 | 0.450 | -2.07% | -4.13% |
| +50bp | 4.313 | 52.357 | 0.450 | -6.39% | -12.77% |
| 12m 2027-08-23 | -50bp | 3.283 | 63.919 | 0.900 | +14.75% | +14.75% |
| -25bp | 3.533 | 61.061 | 0.900 | +9.72% | +9.72% |
| Unchanged (roll-down) | 3.783 | 58.344 | 0.900 | +4.94% | +4.94% |
| +25bp | 4.033 | 55.763 | 0.900 | +0.40% | +0.40% |
| +50bp | 4.283 | 53.308 | 0.900 | -3.92% | -3.92% |