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bonds / 30Y / JGB (30-Year) No. 72

Bond Information

NameJGB (30-Year) No. 72
ISIN
Issue #72
Coupon (%)0.7% semi-annual
Issue Date2021-10-13
Maturity2051-09-20 (Remaining 25.1y)
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 ¥1.4B(last 2026-06-25・BOJ)
BOJ Holding¥196.8B(6.8%)(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 Yield0.6994 %
Accrued Interest0.299178 (156 days) per 100
Settlement Amount
Modified Duration22.91
Macaulay Duration22.99
DV01
Convexity567.6

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.350
2027-03-20coupon0.350
2027-09-20coupon0.350
…(46 omitted)…
2051-03-20coupon0.350
2051-09-20coupon + redemption100.350

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2021-12-07reopen3.21100.673
2021-11-09reopen3.4570.683
2021-10-12new2.9090.702

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

CMT interpolated (rem 25.1y)4.017 % → ref. price 47.857
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.50853.692-0.176+11.75%+47.00%
-25bp3.75850.895-0.176+5.94%+23.76%
Unchanged (roll-down)4.00848.259-0.176+0.47%+1.87%
+25bp4.25845.776-0.176-4.69%-18.76%
+50bp4.50843.435-0.176-9.55%-38.20%
6m 2027-02-23-50bp3.49354.1630.350+13.82%+27.64%
-25bp3.74351.3620.350+8.01%+16.01%
Unchanged (roll-down)3.99348.7230.350+2.52%+5.05%
+25bp4.24346.2340.350-2.64%-5.29%
+50bp4.49343.8880.350-7.52%-15.03%
12m 2027-08-23-50bp3.46355.0910.700+16.47%+16.47%
-25bp3.71352.2860.700+10.65%+10.65%
Unchanged (roll-down)3.96349.6400.700+5.16%+5.16%
+25bp4.21347.1430.700-0.03%-0.03%
+50bp4.46344.7850.700-4.93%-4.93%