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 22y) |
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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 2026-08-31・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 | 0.900 % |
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| Compound Yield | 0.8992 % |
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| Accrued Interest | 0.436438 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.86 |
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| Macaulay Duration | 19.95 |
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| DV01 | — |
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| Convexity | 431.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.450 |
| 2027-03-20 | coupon | 0.450 |
| 2027-09-20 | coupon | 0.450 |
| …(40 omitted)… |
| 2048-03-20 | coupon | 0.450 |
| 2048-09-20 | coupon + redemption | 100.450 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 22.0y) | 3.860 % → ref. price 56.328 |
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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 | 3.347 | 62.356 | -0.229 | +10.22% | +40.86% |
| -25bp | 3.597 | 59.498 | -0.229 | +5.18% | +20.72% |
| Unchanged (roll-down) | 3.847 | 56.785 | -0.229 | +0.40% | +1.60% |
| +25bp | 4.097 | 54.211 | -0.229 | -4.13% | -16.54% |
| +50bp | 4.347 | 51.767 | -0.229 | -8.44% | -33.75% |
| 6m 2027-03-13 | -50bp | 3.334 | 62.799 | 0.443 | +12.18% | +24.36% |
| -25bp | 3.584 | 59.946 | 0.443 | +7.15% | +14.31% |
| Unchanged (roll-down) | 3.834 | 57.237 | 0.443 | +2.38% | +4.76% |
| +25bp | 4.084 | 54.665 | 0.443 | -2.15% | -4.30% |
| +50bp | 4.334 | 52.222 | 0.443 | -6.45% | -12.91% |
| 12m 2027-09-13 | -50bp | 3.307 | 63.704 | 0.900 | +14.58% | +14.58% |
| -25bp | 3.557 | 60.864 | 0.900 | +9.58% | +9.58% |
| Unchanged (roll-down) | 3.807 | 58.164 | 0.900 | +4.82% | +4.82% |
| +25bp | 4.057 | 55.597 | 0.900 | +0.30% | +0.30% |
| +50bp | 4.307 | 53.157 | 0.900 | -4.00% | -4.00% |