bonds / 30Y / JGB (30-Year) No. 76
Bond Information
| Name | JGB (30-Year) No. 76 |
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| ISIN | — |
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| Issue # | 76 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2022-10-13 |
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| Maturity | 2052-09-20 (Remaining 26.1y) |
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| Outstanding | ¥2.8T (2026-03-31・MOF) |
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| Total issued | ¥2.9T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d —/ total ¥6.6B(last 2026-02-02・BOJ) |
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| BOJ Holding | ¥298B(10.6%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates) |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 1.400 % |
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| Compound Yield | 1.3987 % |
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| Accrued Interest | 0.598356 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.67 |
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| Macaulay Duration | 21.82 |
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| DV01 | — |
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| Convexity | 538.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.700 |
| 2027-03-20 | coupon | 0.700 |
| 2027-09-20 | coupon | 0.700 |
| …(48 omitted)… |
| 2052-03-20 | coupon | 0.700 |
| 2052-09-20 | coupon + redemption | 100.700 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 26.1y) | 4.012 % → ref. price 57.961 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2026-11-23 | -50bp | 3.513 | 64.284 | -0.353 | +10.20% | +40.78% |
| -25bp | 3.763 | 61.144 | -0.353 | +4.83% | +19.33% |
| Unchanged (roll-down) | 4.013 | 58.185 | -0.353 | -0.22% | -0.88% |
| +25bp | 4.263 | 55.397 | -0.353 | -4.98% | -19.92% |
| +50bp | 4.513 | 52.770 | -0.353 | -9.47% | -37.87% |
| 6m 2027-02-23 | -50bp | 3.514 | 64.486 | 0.700 | +12.34% | +24.68% |
| -25bp | 3.764 | 61.357 | 0.700 | +7.00% | +13.99% |
| Unchanged (roll-down) | 4.014 | 58.408 | 0.700 | +1.96% | +3.92% |
| +25bp | 4.264 | 55.627 | 0.700 | -2.79% | -5.58% |
| +50bp | 4.514 | 53.005 | 0.700 | -7.27% | -14.53% |
| 12m 2027-08-23 | -50bp | 3.517 | 64.882 | 1.400 | +14.21% | +14.21% |
| -25bp | 3.767 | 61.776 | 1.400 | +8.91% | +8.91% |
| Unchanged (roll-down) | 4.017 | 58.846 | 1.400 | +3.90% | +3.90% |
| +25bp | 4.267 | 56.080 | 1.400 | -0.82% | -0.82% |
| +50bp | 4.517 | 53.470 | 1.400 | -5.28% | -5.28% |