bonds / 30Y / JGB (30-Year) No. 71
Bond Information
| Name | JGB (30-Year) No. 71 |
|---|
| ISIN | — |
|---|
| Issue # | 71 |
|---|
| Coupon (%) | 0.7% semi-annual |
|---|
| Issue Date | 2021-07-07 |
|---|
| Maturity | 2051-06-20 (Remaining 24.8y) |
|---|
| Outstanding | ¥2.8T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.9T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換財投 |
|---|
| SLF usage | last 30d —/ total ¥6.1B(last 2026-06-11・BOJ) |
|---|
| BOJ Holding | ¥602.9B(21.2%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6995 % |
|---|
| Accrued Interest | 0.122740 (64 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 22.74 |
|---|
| Macaulay Duration | 22.82 |
|---|
| DV01 | — |
|---|
| Convexity | 558.0 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.350 |
| 2027-06-20 | coupon | 0.350 |
| 2027-12-20 | coupon | 0.350 |
| …(45 omitted)… |
| 2050-12-20 | coupon | 0.350 |
| 2051-06-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 24.8y) | 4.007 % → ref. price 48.269 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.491 | 54.174 | 0.176 | +12.57% | +50.27% |
| -25bp | 3.741 | 51.373 | 0.176 | +6.78% | +27.12% |
| Unchanged (roll-down) | 3.991 | 48.733 | 0.176 | +1.32% | +5.29% |
| +25bp | 4.241 | 46.244 | 0.176 | -3.82% | -15.29% |
| +50bp | 4.491 | 43.896 | 0.176 | -8.67% | -34.69% |
| 6m 2027-02-23 | -50bp | 3.476 | 54.647 | 0.352 | +13.91% | +27.81% |
| -25bp | 3.726 | 51.844 | 0.352 | +8.11% | +16.23% |
| Unchanged (roll-down) | 3.976 | 49.200 | 0.352 | +2.65% | +5.30% |
| +25bp | 4.226 | 46.706 | 0.352 | -2.50% | -5.01% |
| +50bp | 4.476 | 44.353 | 0.352 | -7.37% | -14.73% |
| 12m 2027-08-23 | -50bp | 3.447 | 55.581 | 0.700 | +16.56% | +16.56% |
| -25bp | 3.697 | 52.775 | 0.700 | +10.76% | +10.76% |
| Unchanged (roll-down) | 3.947 | 50.125 | 0.700 | +5.28% | +5.28% |
| +25bp | 4.197 | 47.623 | 0.700 | +0.11% | +0.11% |
| +50bp | 4.447 | 45.260 | 0.700 | -4.77% | -4.77% |