bonds / 30Y / JGB (30-Year) No. 58
Bond Information
| Name | JGB (30-Year) No. 58 |
|---|
| ISIN | — |
|---|
| Issue # | 58 |
|---|
| Coupon (%) | 0.8% semi-annual |
|---|
| Issue Date | 2018-03-20 |
|---|
| Maturity | 2048-03-20 （Remaining 21.5y） |
|---|
| Outstanding | ¥3.2T （2026-03-31・MOF） |
|---|
| Total issued | ¥3.5T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥17B（last 2026-07-09・BOJ） |
|---|
| BOJ Holding | ¥1.9T（60.7%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.800 % |
|---|
| Compound Yield | 0.7994 % |
|---|
| Accrued Interest | 0.387945 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 19.67 |
|---|
| Macaulay Duration | 19.75 |
|---|
| DV01 | — |
|---|
| Convexity | 419.5 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.400 |
| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| …（39 omitted）… |
| 2047-09-20 | coupon | 0.400 |
| 2048-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 21.5y) | 3.833 % → ref. price 55.795 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.320 | 61.748 | -0.204 | +10.23% | +40.93% |
| -25bp | 3.570 | 58.936 | -0.204 | +5.23% | +20.91% |
| Unchanged (roll-down) | 3.820 | 56.265 | -0.204 | +0.47% | +1.90% |
| +25bp | 4.070 | 53.729 | -0.204 | -4.04% | -16.16% |
| +50bp | 4.320 | 51.319 | -0.204 | -8.33% | -33.32% |
| 6m 2027-03-13 | -50bp | 3.307 | 62.204 | 0.393 | +12.11% | +24.22% |
| -25bp | 3.557 | 59.398 | 0.393 | +7.11% | +14.23% |
| Unchanged (roll-down) | 3.807 | 56.731 | 0.393 | +2.37% | +4.73% |
| +25bp | 4.057 | 54.197 | 0.393 | -2.14% | -4.29% |
| +50bp | 4.307 | 51.788 | 0.393 | -6.43% | -12.86% |
| 12m 2027-09-13 | -50bp | 3.281 | 63.136 | 0.800 | +14.49% | +14.49% |
| -25bp | 3.531 | 60.343 | 0.800 | +9.52% | +9.52% |
| Unchanged (roll-down) | 3.781 | 57.687 | 0.800 | +4.79% | +4.79% |
| +25bp | 4.031 | 55.159 | 0.800 | +0.29% | +0.29% |
| +50bp | 4.281 | 52.754 | 0.800 | -3.99% | -3.99% |