bonds / 30Y / JGB (30-Year) No. 60
Bond Information
| Name | JGB (30-Year) No. 60 |
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| ISIN | — |
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| Issue # | 60 |
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| Coupon (%) | 0.9% semi-annual |
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| Issue Date | 2018-10-12 |
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| Maturity | 2048-09-20 (Remaining 21.9y) |
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| Outstanding | ¥2.3T (2026-03-31・MOF) |
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| Total issued | ¥2.3T (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 ¥700M(last 2026-06-05・BOJ) |
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| BOJ Holding | ¥1.2T(52.7%)(as of 2026-10-20・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 | 0.900 % |
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| Compound Yield | 0.8993 % |
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| Accrued Interest | 0.093699 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.83 |
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| Macaulay Duration | 19.92 |
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| DV01 | — |
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| Convexity | 428.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| 2028-03-20 | coupon | 0.450 |
| …(39 omitted)… |
| 2048-03-20 | coupon | 0.450 |
| 2048-09-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 21.9y) | 3.757 % → ref. price 57.590 |
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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 2027-01-28 | -50bp | 3.242 | 63.749 | 0.227 | +11.07% | +44.28% |
| -25bp | 3.492 | 60.833 | 0.227 | +6.02% | +24.06% |
| Unchanged (roll-down) | 3.742 | 58.067 | 0.227 | +1.22% | +4.88% |
| +25bp | 3.992 | 55.440 | 0.227 | -3.33% | -13.34% |
| +50bp | 4.242 | 52.946 | 0.227 | -7.66% | -30.63% |
| 6m 2027-04-28 | -50bp | 3.227 | 64.204 | 0.452 | +12.25% | +24.50% |
| -25bp | 3.477 | 61.295 | 0.452 | +7.21% | +14.41% |
| Unchanged (roll-down) | 3.727 | 58.531 | 0.452 | +2.42% | +4.83% |
| +25bp | 3.977 | 55.907 | 0.452 | -2.13% | -4.27% |
| +50bp | 4.227 | 53.414 | 0.452 | -6.46% | -12.91% |
| 12m 2027-10-28 | -50bp | 3.198 | 65.145 | 0.900 | +14.66% | +14.66% |
| -25bp | 3.448 | 62.248 | 0.900 | +9.63% | +9.63% |
| Unchanged (roll-down) | 3.698 | 59.493 | 0.900 | +4.86% | +4.86% |
| +25bp | 3.948 | 56.874 | 0.900 | +0.32% | +0.32% |
| +50bp | 4.198 | 54.384 | 0.900 | -4.00% | -4.00% |