bonds / 30Y / JGB (30-Year) No. 72
Bond Information
| Name | JGB (30-Year) No. 72 |
|---|
| ISIN | — |
|---|
| Issue # | 72 |
|---|
| Coupon (%) | 0.7% semi-annual |
|---|
| Issue Date | 2021-10-13 |
|---|
| Maturity | 2051-09-20 (Remaining 25.1y) |
|---|
| Outstanding | ¥2.9T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.9T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 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) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6994 % |
|---|
| Accrued Interest | 0.299178 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 22.91 |
|---|
| Macaulay Duration | 22.99 |
|---|
| DV01 | — |
|---|
| Convexity | 567.6 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.350 |
| 2027-03-20 | coupon | 0.350 |
| 2027-09-20 | coupon | 0.350 |
| …(46 omitted)… |
| 2051-03-20 | coupon | 0.350 |
| 2051-09-20 | coupon + redemption | 100.350 |
Related Auctions
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) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.508 | 53.692 | -0.176 | +11.75% | +47.00% |
| -25bp | 3.758 | 50.895 | -0.176 | +5.94% | +23.76% |
| Unchanged (roll-down) | 4.008 | 48.259 | -0.176 | +0.47% | +1.87% |
| +25bp | 4.258 | 45.776 | -0.176 | -4.69% | -18.76% |
| +50bp | 4.508 | 43.435 | -0.176 | -9.55% | -38.20% |
| 6m 2027-02-23 | -50bp | 3.493 | 54.163 | 0.350 | +13.82% | +27.64% |
| -25bp | 3.743 | 51.362 | 0.350 | +8.01% | +16.01% |
| Unchanged (roll-down) | 3.993 | 48.723 | 0.350 | +2.52% | +5.05% |
| +25bp | 4.243 | 46.234 | 0.350 | -2.64% | -5.29% |
| +50bp | 4.493 | 43.888 | 0.350 | -7.52% | -15.03% |
| 12m 2027-08-23 | -50bp | 3.463 | 55.091 | 0.700 | +16.47% | +16.47% |
| -25bp | 3.713 | 52.286 | 0.700 | +10.65% | +10.65% |
| Unchanged (roll-down) | 3.963 | 49.640 | 0.700 | +5.16% | +5.16% |
| +25bp | 4.213 | 47.143 | 0.700 | -0.03% | -0.03% |
| +50bp | 4.463 | 44.785 | 0.700 | -4.93% | -4.93% |