bonds / 30Y / JGB (30-Year) No. 78
Bond Information
| Name | JGB (30-Year) No. 78 |
|---|
| ISIN | — |
|---|
| Issue # | 78 |
|---|
| Coupon (%) | 1.4% semi-annual |
|---|
| Issue Date | 2023-04-07 |
|---|
| Maturity | 2053-03-20 (Remaining 26.6y) |
|---|
| Outstanding | ¥2.9T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.9T (annual report, FY-end) |
|---|
| Statutory basis | 借換財投 |
|---|
| SLF usage | last 30d —/ total ¥20.2B(last 2026-03-23・BOJ) |
|---|
| BOJ Holding | ¥292.7B(9.9%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.400 % |
|---|
| Compound Yield | 1.3989 % |
|---|
| Accrued Interest | 0.598356 (156 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 22.01 |
|---|
| Macaulay Duration | 22.17 |
|---|
| DV01 | — |
|---|
| Convexity | 556.4 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.700 |
| 2027-03-20 | coupon | 0.700 |
| 2027-09-20 | coupon | 0.700 |
| …(49 omitted)… |
| 2052-09-20 | coupon | 0.700 |
| 2053-03-20 | coupon + redemption | 100.700 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 26.6y) | 4.010 % → ref. price 57.538 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-11-23 | -50bp | 3.511 | 63.896 | -0.353 | +10.33% | +41.32% |
| -25bp | 3.761 | 60.734 | -0.353 | +4.89% | +19.56% |
| Unchanged (roll-down) | 4.011 | 57.758 | -0.353 | -0.23% | -0.91% |
| +25bp | 4.261 | 54.956 | -0.353 | -5.05% | -20.19% |
| +50bp | 4.511 | 52.317 | -0.353 | -9.59% | -38.35% |
| 6m 2027-02-23 | -50bp | 3.512 | 64.094 | 0.700 | +12.48% | +24.96% |
| -25bp | 3.762 | 60.943 | 0.700 | +7.06% | +14.12% |
| Unchanged (roll-down) | 4.012 | 57.975 | 0.700 | +1.96% | +3.91% |
| +25bp | 4.262 | 55.181 | 0.700 | -2.85% | -5.70% |
| +50bp | 4.512 | 52.548 | 0.700 | -7.38% | -14.76% |
| 12m 2027-08-23 | -50bp | 3.514 | 64.482 | 1.400 | +14.35% | +14.35% |
| -25bp | 3.764 | 61.353 | 1.400 | +8.97% | +8.97% |
| Unchanged (roll-down) | 4.014 | 58.404 | 1.400 | +3.90% | +3.90% |
| +25bp | 4.264 | 55.623 | 1.400 | -0.88% | -0.88% |
| +50bp | 4.514 | 53.001 | 1.400 | -5.40% | -5.40% |