bonds / 30Y / JGB (30-Year) No. 66
Bond Information
| Name | JGB (30-Year) No. 66 |
|---|
| ISIN | — |
|---|
| Issue # | 66 |
|---|
| Coupon (%) | 0.4% semi-annual |
|---|
| Issue Date | 2020-04-08 |
|---|
| Maturity | 2050-03-20 （Remaining 23.6y） |
|---|
| Outstanding | ¥2.2T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.3T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥61.4B（last 2026-07-21・BOJ） |
|---|
| BOJ Holding | ¥446.8B（20.2%）（as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.400 % |
|---|
| Compound Yield | 0.3997 % |
|---|
| Accrued Interest | 0.170959 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 22.45 |
|---|
| Macaulay Duration | 22.50 |
|---|
| DV01 | — |
|---|
| Convexity | 531.5 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.200 |
| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| …（43 omitted）… |
| 2049-09-20 | coupon | 0.200 |
| 2050-03-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 23.6y) | 3.932 % → ref. price 46.019 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.417 | 51.747 | -0.101 | +12.18% | +48.73% |
| -25bp | 3.667 | 49.060 | -0.101 | +6.37% | +25.46% |
| Unchanged (roll-down) | 3.917 | 46.522 | -0.101 | +0.87% | +3.48% |
| +25bp | 4.167 | 44.125 | -0.101 | -4.32% | -17.28% |
| +50bp | 4.417 | 41.861 | -0.101 | -9.22% | -36.88% |
| 6m 2027-02-23 | -50bp | 3.402 | 52.257 | 0.200 | +13.94% | +27.87% |
| -25bp | 3.652 | 49.568 | 0.200 | +8.12% | +16.23% |
| Unchanged (roll-down) | 3.902 | 47.027 | 0.200 | +2.62% | +5.23% |
| +25bp | 4.152 | 44.626 | 0.200 | -2.58% | -5.17% |
| +50bp | 4.402 | 42.357 | 0.200 | -7.50% | -14.99% |
| 12m 2027-08-23 | -50bp | 3.372 | 53.264 | 0.400 | +16.55% | +16.55% |
| -25bp | 3.622 | 50.574 | 0.400 | +10.73% | +10.73% |
| Unchanged (roll-down) | 3.872 | 48.029 | 0.400 | +5.22% | +5.22% |
| +25bp | 4.122 | 45.621 | 0.400 | +0.00% | +0.00% |
| +50bp | 4.372 | 43.342 | 0.400 | -4.93% | -4.93% |