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bonds / 30Y / JGB (30-Year) No. 71

Bond Information

NameJGB (30-Year) No. 71
ISIN
Issue #71
Coupon (%)0.7% semi-annual
Issue Date2021-07-07
Maturity2051-06-20 (Remaining 24.8y)
Outstanding¥2.8T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条借換財投
SLF usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.700 %
Compound Yield0.6995 %
Accrued Interest0.122740 (64 days) per 100
Settlement Amount
Modified Duration22.74
Macaulay Duration22.82
DV01
Convexity558.0

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.350
2027-06-20coupon0.350
2027-12-20coupon0.350
…(45 omitted)…
2050-12-20coupon0.350
2051-06-20coupon + redemption100.350

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2021-09-07reopen3.0070.653
2021-08-11reopen3.07110.647
2021-07-06new3.6330.680

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)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.49154.1740.176+12.57%+50.27%
-25bp3.74151.3730.176+6.78%+27.12%
Unchanged (roll-down)3.99148.7330.176+1.32%+5.29%
+25bp4.24146.2440.176-3.82%-15.29%
+50bp4.49143.8960.176-8.67%-34.69%
6m 2027-02-23-50bp3.47654.6470.352+13.91%+27.81%
-25bp3.72651.8440.352+8.11%+16.23%
Unchanged (roll-down)3.97649.2000.352+2.65%+5.30%
+25bp4.22646.7060.352-2.50%-5.01%
+50bp4.47644.3530.352-7.37%-14.73%
12m 2027-08-23-50bp3.44755.5810.700+16.56%+16.56%
-25bp3.69752.7750.700+10.76%+10.76%
Unchanged (roll-down)3.94750.1250.700+5.28%+5.28%
+25bp4.19747.6230.700+0.11%+0.11%
+50bp4.44745.2600.700-4.77%-4.77%