bonds / 30Y / JGB (30-Year) No. 59
Bond Information
| Name | JGB (30-Year) No. 59 |
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| ISIN | — |
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| Issue # | 59 |
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| Coupon (%) | 0.7% semi-annual |
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| Issue Date | 2018-07-06 |
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| Maturity | 2048-06-20 (Remaining 21.8y) |
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| Outstanding | ¥2T (2026-03-31・MOF) |
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| Total issued | ¥2.5T (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 ¥1.9B(last 2026-05-12・BOJ) |
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| BOJ Holding | ¥561.6B(27.5%)(as of 2026-08-31・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 | 0.700 % |
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| Compound Yield | 0.6995 % |
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| Accrued Interest | 0.163014 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.14 |
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| Macaulay Duration | 20.21 |
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| DV01 | — |
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| Convexity | 436.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.350 |
| 2027-06-20 | coupon | 0.350 |
| 2027-12-20 | coupon | 0.350 |
| …(39 omitted)… |
| 2047-12-20 | coupon | 0.350 |
| 2048-06-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 21.8y) | 3.847 % → ref. price 53.859 |
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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 2026-12-13 | -50bp | 3.334 | 59.755 | 0.175 | +11.24% | +44.95% |
| -25bp | 3.584 | 56.974 | 0.175 | +6.09% | +24.35% |
| Unchanged (roll-down) | 3.834 | 54.334 | 0.175 | +1.20% | +4.81% |
| +25bp | 4.084 | 51.829 | 0.175 | -3.43% | -13.74% |
| +50bp | 4.334 | 49.451 | 0.175 | -7.84% | -31.34% |
| 6m 2027-03-13 | -50bp | 3.321 | 60.219 | 0.346 | +12.41% | +24.83% |
| -25bp | 3.571 | 57.443 | 0.346 | +7.27% | +14.55% |
| Unchanged (roll-down) | 3.821 | 54.807 | 0.346 | +2.39% | +4.79% |
| +25bp | 4.071 | 52.303 | 0.346 | -2.24% | -4.48% |
| +50bp | 4.321 | 49.925 | 0.346 | -6.64% | -13.28% |
| 12m 2027-09-13 | -50bp | 3.294 | 61.173 | 0.700 | +14.83% | +14.83% |
| -25bp | 3.544 | 58.407 | 0.700 | +9.71% | +9.71% |
| Unchanged (roll-down) | 3.794 | 55.778 | 0.700 | +4.85% | +4.85% |
| +25bp | 4.044 | 53.279 | 0.700 | +0.22% | +0.22% |
| +50bp | 4.294 | 50.903 | 0.700 | -4.18% | -4.18% |