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bonds / 30Y / JGB (30-Year) No. 60

Bond Information

NameJGB (30-Year) No. 60
ISIN
Issue #60
Coupon (%)0.9% semi-annual
Issue Date2018-10-12
Maturity2048-09-20 (Remaining 22y)
Outstanding¥2.3T (2026-03-31・MOF)
Total issued¥2.3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥700M(last 2026-06-05・BOJ)
BOJ Holding¥1.2T(52.7%)(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 Yield0.900 %
Compound Yield0.8992 %
Accrued Interest0.436438 (177 days) per 100
Settlement Amount
Modified Duration19.86
Macaulay Duration19.95
DV01
Convexity431.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.450
2027-03-20coupon0.450
2027-09-20coupon0.450
…(40 omitted)…
2048-03-20coupon0.450
2048-09-20coupon + redemption100.450

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2018-12-11reopen3.7850.794
2018-11-13reopen3.9950.874
2018-10-11new3.9240.898

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

CMT interpolated (rem 22.0y)3.860 % → ref. price 56.328
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.34762.356-0.229+10.22%+40.86%
-25bp3.59759.498-0.229+5.18%+20.72%
Unchanged (roll-down)3.84756.785-0.229+0.40%+1.60%
+25bp4.09754.211-0.229-4.13%-16.54%
+50bp4.34751.767-0.229-8.44%-33.75%
6m 2027-03-13-50bp3.33462.7990.443+12.18%+24.36%
-25bp3.58459.9460.443+7.15%+14.31%
Unchanged (roll-down)3.83457.2370.443+2.38%+4.76%
+25bp4.08454.6650.443-2.15%-4.30%
+50bp4.33452.2220.443-6.45%-12.91%
12m 2027-09-13-50bp3.30763.7040.900+14.58%+14.58%
-25bp3.55760.8640.900+9.58%+9.58%
Unchanged (roll-down)3.80758.1640.900+4.82%+4.82%
+25bp4.05755.5970.900+0.30%+0.30%
+50bp4.30753.1570.900-4.00%-4.00%