bonds / 30Y / JGB (30-Year) No. 67
Bond Information
| Name | JGB (30-Year) No. 67 |
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| ISIN | — |
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| Issue # | 67 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2020-07-08 |
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| Maturity | 2050-06-20 (Remaining 23.8y) |
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| Outstanding | ¥2.9T (2026-03-31・MOF) |
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| Total issued | ¥2.9T (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 ¥8B(last 2026-07-03・BOJ) |
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| BOJ Holding | ¥944.9B(32.6%)(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 | 0.600 % |
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| Compound Yield | 0.5996 % |
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| Accrued Interest | 0.105205 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.16 |
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| Macaulay Duration | 22.23 |
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| DV01 | — |
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| Convexity | 525.3 |
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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 | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …(43 omitted)… |
| 2049-12-20 | coupon | 0.300 |
| 2050-06-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 23.8y) | 3.947 % → ref. price 48.590 |
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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 | 3.432 | 54.453 | 0.151 | +12.35% | +49.40% |
| -25bp | 3.682 | 51.686 | 0.151 | +6.67% | +26.67% |
| Unchanged (roll-down) | 3.932 | 49.074 | 0.151 | +1.30% | +5.21% |
| +25bp | 4.182 | 46.606 | 0.151 | -3.77% | -15.06% |
| +50bp | 4.432 | 44.274 | 0.151 | -8.55% | -34.21% |
| 6m 2027-02-23 | -50bp | 3.417 | 54.943 | 0.302 | +13.66% | +27.33% |
| -25bp | 3.667 | 52.175 | 0.302 | +7.98% | +15.96% |
| Unchanged (roll-down) | 3.917 | 49.560 | 0.302 | +2.61% | +5.22% |
| +25bp | 4.167 | 47.089 | 0.302 | -2.46% | -4.93% |
| +50bp | 4.417 | 44.753 | 0.302 | -7.26% | -14.52% |
| 12m 2027-08-23 | -50bp | 3.387 | 55.911 | 0.600 | +16.26% | +16.26% |
| -25bp | 3.637 | 53.143 | 0.600 | +10.58% | +10.58% |
| Unchanged (roll-down) | 3.887 | 50.524 | 0.600 | +5.20% | +5.20% |
| +25bp | 4.137 | 48.047 | 0.600 | +0.12% | +0.12% |
| +50bp | 4.387 | 45.703 | 0.600 | -4.70% | -4.70% |