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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 21.9y)
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 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.900 %
Compound Yield0.8993 %
Accrued Interest0.093699 (38 days) per 100
Settlement Amount—
Modified Duration19.83
Macaulay Duration19.92
DV01—
Convexity428.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.450
2027-09-20coupon0.450
2028-03-20coupon0.450
…(39 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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 21.9y)3.757 % → ref. price 57.590
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.24263.7490.227+11.07%+44.28%
-25bp3.49260.8330.227+6.02%+24.06%
Unchanged (roll-down)3.74258.0670.227+1.22%+4.88%
+25bp3.99255.4400.227-3.33%-13.34%
+50bp4.24252.9460.227-7.66%-30.63%
6m 2027-04-28-50bp3.22764.2040.452+12.25%+24.50%
-25bp3.47761.2950.452+7.21%+14.41%
Unchanged (roll-down)3.72758.5310.452+2.42%+4.83%
+25bp3.97755.9070.452-2.13%-4.27%
+50bp4.22753.4140.452-6.46%-12.91%
12m 2027-10-28-50bp3.19865.1450.900+14.66%+14.66%
-25bp3.44862.2480.900+9.63%+9.63%
Unchanged (roll-down)3.69859.4930.900+4.86%+4.86%
+25bp3.94856.8740.900+0.32%+0.32%
+50bp4.19854.3840.900-4.00%-4.00%