overview news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
bonds / 30Y / JGB (30-Year) No. 68

Bond Information

NameJGB (30-Year) No. 68
ISIN
Issue #68
Coupon (%)0.6% semi-annual
Issue Date2020-10-07
Maturity2050-09-20 (Remaining 24.1y)
Outstanding¥2.8T (2026-03-31・MOF)
Total issued¥3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥7.8B(last 2026-01-07・BOJ)
BOJ Holding¥548.1B(19.7%)(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 Yield0.5995 %
Accrued Interest0.256438 (156 days) per 100
Settlement Amount
Modified Duration22.35
Macaulay Duration22.41
DV01
Convexity535.0

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.300
2027-03-20coupon0.300
2027-09-20coupon0.300
…(44 omitted)…
2050-03-20coupon0.300
2050-09-20coupon + redemption100.300

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-12-03reopen3.4950.648
2020-11-10reopen3.7660.643
2020-10-06new3.51140.638

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

CMT interpolated (rem 24.1y)3.962 % → ref. price 48.110
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.44753.967-0.151+11.80%+47.19%
-25bp3.69751.201-0.151+6.08%+24.32%
Unchanged (roll-down)3.94748.591-0.151+0.68%+2.73%
+25bp4.19746.128-0.151-4.41%-17.64%
+50bp4.44743.801-0.151-9.22%-36.88%
6m 2027-02-23-50bp3.43254.4540.300+13.74%+27.48%
-25bp3.68251.6870.300+8.02%+16.04%
Unchanged (roll-down)3.93249.0750.300+2.62%+5.23%
+25bp4.18246.6070.300-2.49%-4.97%
+50bp4.43244.2750.300-7.31%-14.61%
12m 2027-08-23-50bp3.40255.4160.600+16.35%+16.35%
-25bp3.65252.6480.600+10.62%+10.62%
Unchanged (roll-down)3.90250.0310.600+5.21%+5.21%
+25bp4.15247.5570.600+0.10%+0.10%
+50bp4.40245.2160.600-4.74%-4.74%