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bonds / 30Y / JGB (30-Year) No. 78

Bond Information

NameJGB (30-Year) No. 78
ISIN
Issue #78
Coupon (%)1.4% semi-annual
Issue Date2023-04-07
Maturity2053-03-20 (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 usagelast 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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.400 %
Compound Yield1.3989 %
Accrued Interest0.598356 (156 days) per 100
Settlement Amount
Modified Duration22.01
Macaulay Duration22.17
DV01
Convexity556.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.700
2027-03-20coupon0.700
2027-09-20coupon0.700
…(49 omitted)…
2052-09-20coupon0.700
2053-03-20coupon + redemption100.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2023-06-06reopen3.08141.257
2023-05-11reopen3.49101.252
2023-04-06new3.19101.353

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)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.51163.896-0.353+10.33%+41.32%
-25bp3.76160.734-0.353+4.89%+19.56%
Unchanged (roll-down)4.01157.758-0.353-0.23%-0.91%
+25bp4.26154.956-0.353-5.05%-20.19%
+50bp4.51152.317-0.353-9.59%-38.35%
6m 2027-02-23-50bp3.51264.0940.700+12.48%+24.96%
-25bp3.76260.9430.700+7.06%+14.12%
Unchanged (roll-down)4.01257.9750.700+1.96%+3.91%
+25bp4.26255.1810.700-2.85%-5.70%
+50bp4.51252.5480.700-7.38%-14.76%
12m 2027-08-23-50bp3.51464.4821.400+14.35%+14.35%
-25bp3.76461.3531.400+8.97%+8.97%
Unchanged (roll-down)4.01458.4041.400+3.90%+3.90%
+25bp4.26455.6231.400-0.88%-0.88%
+50bp4.51453.0011.400-5.40%-5.40%