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bonds / 30Y / JGB (30-Year) No. 61

Bond Information

NameJGB (30-Year) No. 61
ISIN
Issue #61
Coupon (%)0.7% semi-annual
Issue Date2019-01-11
Maturity2048-12-20 (Remaining 22.3y)
Outstanding¥2.3T (2026-03-31・MOF)
Total issued¥2.3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥50.3B(last 2026-03-06・BOJ)
BOJ Holding¥719.3B(31.6%)(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 Yield0.6994 %
Accrued Interest0.122740 (64 days) per 100
Settlement Amount
Modified Duration20.63
Macaulay Duration20.70
DV01
Convexity457.6

Estimates based on the input price.

Cashflow Schedule

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

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2019-03-07reopen4.5670.621
2019-02-07reopen4.7250.587
2019-01-10new4.0320.715

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

CMT interpolated (rem 22.3y)3.858 % → ref. price 52.993
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.34358.9430.176+11.53%+46.14%
-25bp3.59356.1420.176+6.26%+25.04%
Unchanged (roll-down)3.84353.4860.176+1.26%+5.04%
+25bp4.09350.9680.176-3.48%-13.92%
+50bp4.34348.5820.176-7.97%-31.89%
6m 2027-02-23-50bp3.32859.4350.352+12.79%+25.58%
-25bp3.57856.6360.352+7.52%+15.04%
Unchanged (roll-down)3.82853.9820.352+2.52%+5.05%
+25bp4.07851.4640.352-2.22%-4.43%
+50bp4.32849.0750.352-6.71%-13.43%
12m 2027-08-23-50bp3.29860.4060.700+15.27%+15.27%
-25bp3.54857.6130.700+10.02%+10.02%
Unchanged (roll-down)3.79854.9620.700+5.03%+5.03%
+25bp4.04852.4450.700+0.29%+0.29%
+50bp4.29850.0550.700-4.21%-4.21%