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bonds / 30Y / JGB (30-Year) No. 59

Bond Information

NameJGB (30-Year) No. 59
ISIN
Issue #59
Coupon (%)0.7% semi-annual
Issue Date2018-07-06
Maturity2048-06-20 (Remaining 21.8y)
Outstanding¥2T (2026-03-31・MOF)
Total issued¥2.5T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥1.9B(last 2026-05-12・BOJ)
BOJ Holding¥561.6B(27.5%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.700 %
Compound Yield0.6995 %
Accrued Interest0.163014 (85 days) per 100
Settlement Amount
Modified Duration20.14
Macaulay Duration20.21
DV01
Convexity436.1

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.350
2027-06-20coupon0.350
2027-12-20coupon0.350
…(39 omitted)…
2047-12-20coupon0.350
2048-06-20coupon + redemption100.350

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2018-09-11reopen4.2310.838
2018-08-09reopen4.6860.850
2018-07-05new5.0150.704

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 21.8y)3.847 % → ref. price 53.859
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.33459.7550.175+11.24%+44.95%
-25bp3.58456.9740.175+6.09%+24.35%
Unchanged (roll-down)3.83454.3340.175+1.20%+4.81%
+25bp4.08451.8290.175-3.43%-13.74%
+50bp4.33449.4510.175-7.84%-31.34%
6m 2027-03-13-50bp3.32160.2190.346+12.41%+24.83%
-25bp3.57157.4430.346+7.27%+14.55%
Unchanged (roll-down)3.82154.8070.346+2.39%+4.79%
+25bp4.07152.3030.346-2.24%-4.48%
+50bp4.32149.9250.346-6.64%-13.28%
12m 2027-09-13-50bp3.29461.1730.700+14.83%+14.83%
-25bp3.54458.4070.700+9.71%+9.71%
Unchanged (roll-down)3.79455.7780.700+4.85%+4.85%
+25bp4.04453.2790.700+0.22%+0.22%
+50bp4.29450.9030.700-4.18%-4.18%