bonds / 30Y / JGB (30-Year) No. 79
Bond Information
| Name | JGB (30-Year) No. 79 |
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| ISIN | — |
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| Issue # | 79 |
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| Coupon (%) | 1.2% semi-annual |
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| Issue Date | 2023-07-07 |
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| Maturity | 2053-06-20 (Remaining 26.8y) |
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| Outstanding | ¥2.9T (2026-03-31・MOF) |
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| Total issued | ¥3T (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 ¥43.9B(last 2026-07-14・BOJ) |
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| BOJ Holding | ¥168.2B(5.7%)(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 | 1.200 % |
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| Compound Yield | 1.1991 % |
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| Accrued Interest | 0.210411 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.85 |
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| Macaulay Duration | 22.98 |
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| DV01 | — |
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| Convexity | 588.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.600 |
| 2027-06-20 | coupon | 0.600 |
| 2027-12-20 | coupon | 0.600 |
| …(49 omitted)… |
| 2052-12-20 | coupon | 0.600 |
| 2053-06-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 26.8y) | 4.009 % → ref. price 54.058 |
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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 | 3.510 | 60.260 | 0.302 | +11.99% | +47.94% |
| -25bp | 3.760 | 57.183 | 0.302 | +6.31% | +25.26% |
| Unchanged (roll-down) | 4.010 | 54.289 | 0.302 | +0.98% | +3.93% |
| +25bp | 4.260 | 51.569 | 0.302 | -4.03% | -16.12% |
| +50bp | 4.510 | 49.010 | 0.302 | -8.75% | -34.98% |
| 6m 2027-02-23 | -50bp | 3.511 | 60.477 | 0.603 | +12.94% | +25.88% |
| -25bp | 3.761 | 57.409 | 0.603 | +7.29% | +14.57% |
| Unchanged (roll-down) | 4.011 | 54.523 | 0.603 | +1.97% | +3.94% |
| +25bp | 4.261 | 51.808 | 0.603 | -3.04% | -6.07% |
| +50bp | 4.511 | 49.253 | 0.603 | -7.74% | -15.49% |
| 12m 2027-08-23 | -50bp | 3.513 | 60.906 | 1.200 | +14.83% | +14.83% |
| -25bp | 3.763 | 57.857 | 1.200 | +9.21% | +9.21% |
| Unchanged (roll-down) | 4.013 | 54.986 | 1.200 | +3.92% | +3.92% |
| +25bp | 4.263 | 52.283 | 1.200 | -1.06% | -1.06% |
| +50bp | 4.513 | 49.736 | 1.200 | -5.75% | -5.75% |