bonds / 30Y / JGB (30-Year) No. 58
Bond Information
| Name | JGB (30-Year) No. 58 |
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| ISIN | — |
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| Issue # | 58 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2018-03-20 |
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| Maturity | 2048-03-20 (Remaining 21.4y) |
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| Outstanding | ¥3.2T (2026-03-31・MOF) |
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| Total issued | ¥3.5T (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 ¥17B(last 2026-07-09・BOJ) |
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| BOJ Holding | ¥1.9T(60.7%)(as of 2026-10-20・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 | 0.800 % |
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| Compound Yield | 0.7995 % |
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| Accrued Interest | 0.083288 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.62 |
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| Macaulay Duration | 19.70 |
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| DV01 | — |
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| Convexity | 416.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| 2028-03-20 | coupon | 0.400 |
| …(38 omitted)… |
| 2047-09-20 | coupon | 0.400 |
| 2048-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 21.4y) | 3.727 % → ref. price 57.082 |
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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 2027-01-28 | -50bp | 3.212 | 63.165 | 0.202 | +10.99% | +43.98% |
| -25bp | 3.462 | 60.297 | 0.202 | +5.98% | +23.91% |
| Unchanged (roll-down) | 3.712 | 57.572 | 0.202 | +1.21% | +4.84% |
| +25bp | 3.962 | 54.983 | 0.202 | -3.32% | -13.27% |
| +50bp | 4.212 | 52.523 | 0.202 | -7.62% | -30.49% |
| 6m 2027-04-28 | -50bp | 3.198 | 63.633 | 0.402 | +12.16% | +24.33% |
| -25bp | 3.448 | 60.771 | 0.402 | +7.16% | +14.31% |
| Unchanged (roll-down) | 3.698 | 58.050 | 0.402 | +2.40% | +4.80% |
| +25bp | 3.948 | 55.464 | 0.402 | -2.13% | -4.25% |
| +50bp | 4.198 | 53.005 | 0.402 | -6.43% | -12.86% |
| 12m 2027-10-28 | -50bp | 3.168 | 64.599 | 0.800 | +14.55% | +14.55% |
| -25bp | 3.418 | 61.751 | 0.800 | +9.57% | +9.57% |
| Unchanged (roll-down) | 3.668 | 59.040 | 0.800 | +4.82% | +4.82% |
| +25bp | 3.918 | 56.460 | 0.800 | +0.31% | +0.31% |
| +50bp | 4.168 | 54.005 | 0.800 | -3.98% | -3.98% |