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bonds / 30Y / JGB (30-Year) No. 51

Bond Information

NameJGB (30-Year) No. 51
ISIN—
Issue #51
Coupon (%)0.3% semi-annual
Issue Date2016-06-20
Maturity2046-06-20 (Remaining 19.6y)
Outstanding¥3T (2026-03-31・MOF)
Total issued¥3T (annual report, FY-end)
Statutory basis4条借換前倒
SLF usagelast 30d ¥15.4B/ total ¥61.2B(last 2026-10-22・BOJ)
BOJ Holding¥1.6T(53.1%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.300 %
Compound Yield0.2998 %
Accrued Interest0.106849 (130 days) per 100
Settlement Amount—
Modified Duration19.06
Macaulay Duration19.08
DV01—
Convexity379.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.150
2027-06-20coupon0.150
2027-12-20coupon0.150
…(35 omitted)…
2045-12-20coupon0.150
2046-06-20coupon + redemption100.150

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2016-08-09reopen3.07210.424
2016-07-12reopen2.64750.120
2016-06-07new3.42140.314

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 19.6y)3.626 % → ref. price 53.533
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.11259.266-0.075+10.55%+42.19%
-25bp3.36256.611-0.075+5.60%+22.39%
Unchanged (roll-down)3.61254.081-0.075+0.88%+3.52%
+25bp3.86251.670-0.075-3.61%-14.45%
+50bp4.11249.373-0.075-7.90%-31.58%
6m 2027-04-28-50bp3.09959.7900.149+11.94%+23.89%
-25bp3.34957.1430.149+7.01%+14.01%
Unchanged (roll-down)3.59954.6190.149+2.30%+4.60%
+25bp3.84952.2120.149-2.19%-4.37%
+50bp4.09949.9170.149-6.46%-12.93%
12m 2027-10-28-50bp3.07160.8610.300+14.22%+14.22%
-25bp3.32158.2310.300+9.32%+9.32%
Unchanged (roll-down)3.57155.7200.300+4.64%+4.64%
+25bp3.82153.3230.300+0.17%+0.17%
+50bp4.07151.0350.300-4.10%-4.10%