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bonds / 30Y / JGB (30-Year) No. 79

Bond Information

NameJGB (30-Year) No. 79
ISIN
Issue #79
Coupon (%)1.2% semi-annual
Issue Date2023-07-07
Maturity2053-06-20 (Remaining 26.8y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥43.9B(last 2026-07-14・BOJ)
BOJ Holding¥168.2B(5.7%)(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 Yield1.200 %
Compound Yield1.1991 %
Accrued Interest0.210411 (64 days) per 100
Settlement Amount
Modified Duration22.85
Macaulay Duration22.98
DV01
Convexity588.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.600
2027-06-20coupon0.600
2027-12-20coupon0.600
…(49 omitted)…
2052-12-20coupon0.600
2053-06-20coupon + redemption100.600

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2023-09-07reopen3.46281.640
2023-08-08reopen3.5041.593
2023-07-06new3.03351.222

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

CMT interpolated (rem 26.8y)4.009 % → ref. price 54.058
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.51060.2600.302+11.99%+47.94%
-25bp3.76057.1830.302+6.31%+25.26%
Unchanged (roll-down)4.01054.2890.302+0.98%+3.93%
+25bp4.26051.5690.302-4.03%-16.12%
+50bp4.51049.0100.302-8.75%-34.98%
6m 2027-02-23-50bp3.51160.4770.603+12.94%+25.88%
-25bp3.76157.4090.603+7.29%+14.57%
Unchanged (roll-down)4.01154.5230.603+1.97%+3.94%
+25bp4.26151.8080.603-3.04%-6.07%
+50bp4.51149.2530.603-7.74%-15.49%
12m 2027-08-23-50bp3.51360.9061.200+14.83%+14.83%
-25bp3.76357.8571.200+9.21%+9.21%
Unchanged (roll-down)4.01354.9861.200+3.92%+3.92%
+25bp4.26352.2831.200-1.06%-1.06%
+50bp4.51349.7361.200-5.75%-5.75%