bonds / 30Y / JGB (30-Year) No. 59
Bond Information
| Name | JGB (30-Year) No. 59 |
|---|
| ISIN | — |
|---|
| Issue # | 59 |
|---|
| Coupon (%) | 0.7% semi-annual |
|---|
| Issue Date | 2018-07-06 |
|---|
| Maturity | 2048-06-20 （Remaining 21.7y） |
|---|
| Outstanding | ¥2T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.5T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥1.9B（last 2026-05-12・BOJ） |
|---|
| BOJ Holding | ¥569.5B（27.9%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6995 % |
|---|
| Accrued Interest | 0.249315 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 20.02 |
|---|
| Macaulay Duration | 20.09 |
|---|
| DV01 | — |
|---|
| Convexity | 431.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 21.6y) | 3.742 % → ref. price 55.117 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 3.227 | 61.146 | -0.175 | +10.57% | +42.30% |
| -25bp | 3.477 | 58.309 | -0.175 | +5.45% | +21.80% |
| Unchanged (roll-down) | 3.727 | 55.615 | -0.175 | +0.58% | +2.34% |
| +25bp | 3.977 | 53.058 | -0.175 | -4.03% | -16.13% |
| +50bp | 4.227 | 50.631 | -0.175 | -8.42% | -33.67% |
| 6m 2027-04-28 | -50bp | 3.212 | 61.627 | 0.348 | +12.39% | +24.77% |
| -25bp | 3.462 | 58.794 | 0.348 | +7.27% | +14.54% |
| Unchanged (roll-down) | 3.712 | 56.104 | 0.348 | +2.41% | +4.82% |
| +25bp | 3.962 | 53.548 | 0.348 | -2.20% | -4.41% |
| +50bp | 4.212 | 51.121 | 0.348 | -6.59% | -13.18% |
| 12m 2027-10-28 | -50bp | 3.183 | 62.608 | 0.700 | +14.79% | +14.79% |
| -25bp | 3.433 | 59.786 | 0.700 | +9.70% | +9.70% |
| Unchanged (roll-down) | 3.683 | 57.104 | 0.700 | +4.85% | +4.85% |
| +25bp | 3.933 | 54.553 | 0.700 | +0.25% | +0.25% |
| +50bp | 4.183 | 52.127 | 0.700 | -4.14% | -4.14% |