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bonds / 30Y / JGB (30-Year) No. 67

Bond Information

NameJGB (30-Year) No. 67
ISIN
Issue #67
Coupon (%)0.6% semi-annual
Issue Date2020-07-08
Maturity2050-06-20 (Remaining 23.8y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥8B(last 2026-07-03・BOJ)
BOJ Holding¥944.9B(32.6%)(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 Yield0.600 %
Compound Yield0.5996 %
Accrued Interest0.105205 (64 days) per 100
Settlement Amount
Modified Duration22.16
Macaulay Duration22.23
DV01
Convexity525.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.300
2027-06-20coupon0.300
2027-12-20coupon0.300
…(43 omitted)…
2049-12-20coupon0.300
2050-06-20coupon + redemption100.300

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-09-03reopen3.50160.611
2020-08-18reopen3.44220.617
2020-07-07new3.9280.612

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

CMT interpolated (rem 23.8y)3.947 % → ref. price 48.590
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.43254.4530.151+12.35%+49.40%
-25bp3.68251.6860.151+6.67%+26.67%
Unchanged (roll-down)3.93249.0740.151+1.30%+5.21%
+25bp4.18246.6060.151-3.77%-15.06%
+50bp4.43244.2740.151-8.55%-34.21%
6m 2027-02-23-50bp3.41754.9430.302+13.66%+27.33%
-25bp3.66752.1750.302+7.98%+15.96%
Unchanged (roll-down)3.91749.5600.302+2.61%+5.22%
+25bp4.16747.0890.302-2.46%-4.93%
+50bp4.41744.7530.302-7.26%-14.52%
12m 2027-08-23-50bp3.38755.9110.600+16.26%+16.26%
-25bp3.63753.1430.600+10.58%+10.58%
Unchanged (roll-down)3.88750.5240.600+5.20%+5.20%
+25bp4.13748.0470.600+0.12%+0.12%
+50bp4.38745.7030.600-4.70%-4.70%