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bonds / 30Y / JGB (30-Year) No. 58

Bond Information

NameJGB (30-Year) No. 58
ISIN—
Issue #58
Coupon (%)0.8% semi-annual
Issue Date2018-03-20
Maturity2048-03-20 (Remaining 21.4y)
Outstanding¥3.2T (2026-03-31・MOF)
Total issued¥3.5T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d —/ total ¥17B(last 2026-07-09・BOJ)
BOJ Holding¥1.9T(60.7%)(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 Yield0.800 %
Compound Yield0.7995 %
Accrued Interest0.083288 (38 days) per 100
Settlement Amount—
Modified Duration19.62
Macaulay Duration19.70
DV01—
Convexity416.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.400
2027-09-20coupon0.400
2028-03-20coupon0.400
…(38 omitted)…
2047-09-20coupon0.400
2048-03-20coupon + redemption100.400

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2018-06-19reopen4.2270.707
2018-05-15reopen4.4110.746
2018-04-12reopen4.3460.714
2018-03-06new4.2460.750

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

CMT interpolated (rem 21.4y)3.727 % → ref. price 57.082
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.21263.1650.202+10.99%+43.98%
-25bp3.46260.2970.202+5.98%+23.91%
Unchanged (roll-down)3.71257.5720.202+1.21%+4.84%
+25bp3.96254.9830.202-3.32%-13.27%
+50bp4.21252.5230.202-7.62%-30.49%
6m 2027-04-28-50bp3.19863.6330.402+12.16%+24.33%
-25bp3.44860.7710.402+7.16%+14.31%
Unchanged (roll-down)3.69858.0500.402+2.40%+4.80%
+25bp3.94855.4640.402-2.13%-4.25%
+50bp4.19853.0050.402-6.43%-12.86%
12m 2027-10-28-50bp3.16864.5990.800+14.55%+14.55%
-25bp3.41861.7510.800+9.57%+9.57%
Unchanged (roll-down)3.66859.0400.800+4.82%+4.82%
+25bp3.91856.4600.800+0.31%+0.31%
+50bp4.16854.0050.800-3.98%-3.98%