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bonds / 30Y / JGB (30-Year) No. 62

Bond Information

NameJGB (30-Year) No. 62
ISIN
Issue #62
Coupon (%)0.5% semi-annual
Issue Date2019-04-05
Maturity2049-03-20 (Remaining 22.6y)
Outstanding¥2.2T (2026-03-31・MOF)
Total issued¥2.2T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥425.1B(last 2026-07-23・BOJ)
BOJ Holding¥706.2B(31.9%)(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 Yield0.500 %
Compound Yield0.4996 %
Accrued Interest0.213699 (156 days) per 100
Settlement Amount
Modified Duration21.29
Macaulay Duration21.34
DV01
Convexity481.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.250
2027-03-20coupon0.250
2027-09-20coupon0.250
…(41 omitted)…
2048-09-20coupon0.250
2049-03-20coupon + redemption100.250

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2019-06-13reopen3.47870.319
2019-05-14reopen4.6530.529
2019-04-04new4.5560.540

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

CMT interpolated (rem 22.6y)3.872 % → ref. price 49.524
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.35755.343-0.126+11.45%+45.79%
-25bp3.60752.615-0.126+5.96%+23.85%
Unchanged (roll-down)3.85750.032-0.126+0.77%+3.07%
+25bp4.10747.586-0.126-4.15%-16.60%
+50bp4.35745.269-0.126-8.81%-35.23%
6m 2027-02-23-50bp3.34255.8530.250+13.23%+26.45%
-25bp3.59253.1250.250+7.74%+15.49%
Unchanged (roll-down)3.84250.5420.250+2.55%+5.10%
+25bp4.09248.0940.250-2.37%-4.74%
+50bp4.34245.7740.250-7.04%-14.07%
12m 2027-08-23-50bp3.31356.8580.500+15.75%+15.75%
-25bp3.56354.1340.500+10.28%+10.28%
Unchanged (roll-down)3.81351.5510.500+5.08%+5.08%
+25bp4.06349.1010.500+0.16%+0.16%
+50bp4.31346.7770.500-4.52%-4.52%