bonds / 30Y / JGB (30-Year) No. 61
Bond Information
| Name | JGB (30-Year) No. 61 |
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| ISIN | — |
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| Issue # | 61 |
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| Coupon (%) | 0.7% semi-annual |
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| Issue Date | 2019-01-11 |
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| Maturity | 2048-12-20 (Remaining 22.3y) |
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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 ¥50.3B(last 2026-03-06・BOJ) |
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| BOJ Holding | ¥719.3B(31.6%)(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 | 0.700 % |
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| Compound Yield | 0.6994 % |
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| Accrued Interest | 0.122740 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.63 |
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| Macaulay Duration | 20.70 |
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| DV01 | — |
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| Convexity | 457.6 |
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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 | 0.350 |
| 2027-06-20 | coupon | 0.350 |
| 2027-12-20 | coupon | 0.350 |
| …(40 omitted)… |
| 2048-06-20 | coupon | 0.350 |
| 2048-12-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 22.3y) | 3.858 % → ref. price 52.993 |
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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 | 3.343 | 58.943 | 0.176 | +11.53% | +46.14% |
| -25bp | 3.593 | 56.142 | 0.176 | +6.26% | +25.04% |
| Unchanged (roll-down) | 3.843 | 53.486 | 0.176 | +1.26% | +5.04% |
| +25bp | 4.093 | 50.968 | 0.176 | -3.48% | -13.92% |
| +50bp | 4.343 | 48.582 | 0.176 | -7.97% | -31.89% |
| 6m 2027-02-23 | -50bp | 3.328 | 59.435 | 0.352 | +12.79% | +25.58% |
| -25bp | 3.578 | 56.636 | 0.352 | +7.52% | +15.04% |
| Unchanged (roll-down) | 3.828 | 53.982 | 0.352 | +2.52% | +5.05% |
| +25bp | 4.078 | 51.464 | 0.352 | -2.22% | -4.43% |
| +50bp | 4.328 | 49.075 | 0.352 | -6.71% | -13.43% |
| 12m 2027-08-23 | -50bp | 3.298 | 60.406 | 0.700 | +15.27% | +15.27% |
| -25bp | 3.548 | 57.613 | 0.700 | +10.02% | +10.02% |
| Unchanged (roll-down) | 3.798 | 54.962 | 0.700 | +5.03% | +5.03% |
| +25bp | 4.048 | 52.445 | 0.700 | +0.29% | +0.29% |
| +50bp | 4.298 | 50.055 | 0.700 | -4.21% | -4.21% |