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bonds / 30Y / JGB (30-Year) No. 76

Bond Information

NameJGB (30-Year) No. 76
ISIN
Issue #76
Coupon (%)1.4% semi-annual
Issue Date2022-10-13
Maturity2052-09-20 (Remaining 26.1y)
Outstanding¥2.8T (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 ¥6.6B(last 2026-02-02・BOJ)
BOJ Holding¥298B(10.6%)(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 Yield1.400 %
Compound Yield1.3987 %
Accrued Interest0.598356 (156 days) per 100
Settlement Amount
Modified Duration21.67
Macaulay Duration21.82
DV01
Convexity538.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.700
2027-03-20coupon0.700
2027-09-20coupon0.700
…(48 omitted)…
2052-03-20coupon0.700
2052-09-20coupon + redemption100.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2022-12-06reopen3.00171.481
2022-11-09reopen3.28111.561
2022-10-12new2.89321.480

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

CMT interpolated (rem 26.1y)4.012 % → ref. price 57.961
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.51364.284-0.353+10.20%+40.78%
-25bp3.76361.144-0.353+4.83%+19.33%
Unchanged (roll-down)4.01358.185-0.353-0.22%-0.88%
+25bp4.26355.397-0.353-4.98%-19.92%
+50bp4.51352.770-0.353-9.47%-37.87%
6m 2027-02-23-50bp3.51464.4860.700+12.34%+24.68%
-25bp3.76461.3570.700+7.00%+13.99%
Unchanged (roll-down)4.01458.4080.700+1.96%+3.92%
+25bp4.26455.6270.700-2.79%-5.58%
+50bp4.51453.0050.700-7.27%-14.53%
12m 2027-08-23-50bp3.51764.8821.400+14.21%+14.21%
-25bp3.76761.7761.400+8.91%+8.91%
Unchanged (roll-down)4.01758.8461.400+3.90%+3.90%
+25bp4.26756.0801.400-0.82%-0.82%
+50bp4.51753.4701.400-5.28%-5.28%