bonds / 30Y / JGB (30-Year) No. 61
Bond Information
| Name | JGB (30-Year) No. 61 |
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| ISIN | — |
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| Issue # | 61 |
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| Coupon (%) | 0.7% semi-annual |
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| Issue Date | 2019-01-11 |
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| Maturity | 2048-12-20 （Remaining 22.2y） |
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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 ¥50.3B（last 2026-03-06・BOJ） |
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| BOJ Holding | ¥722.3B（31.8%）（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 | 0.700 % |
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| Compound Yield | 0.6994 % |
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| Accrued Interest | 0.249315 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 20.45 |
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| Macaulay Duration | 20.52 |
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| DV01 | — |
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| Convexity | 450.1 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.350 |
| 2027-06-20 | coupon | 0.350 |
| 2027-12-20 | coupon | 0.350 |
| …（40 omitted）… |
| 2048-06-20 | coupon | 0.350 |
| 2048-12-20 | coupon + redemption | 100.350 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 22.1y) | 3.771 % → ref. price 54.135 |
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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 | 3.256 | 60.172 | -0.175 | +10.78% | +43.11% |
| -25bp | 3.506 | 57.327 | -0.175 | +5.55% | +22.19% |
| Unchanged (roll-down) | 3.756 | 54.629 | -0.175 | +0.59% | +2.34% |
| +25bp | 4.006 | 52.070 | -0.175 | -4.12% | -16.47% |
| +50bp | 4.256 | 49.644 | -0.175 | -8.58% | -34.32% |
| 6m 2027-04-28 | -50bp | 3.242 | 60.650 | 0.348 | +12.62% | +25.24% |
| -25bp | 3.492 | 57.808 | 0.348 | +7.39% | +14.79% |
| Unchanged (roll-down) | 3.742 | 55.112 | 0.348 | +2.44% | +4.87% |
| +25bp | 3.992 | 52.554 | 0.348 | -2.27% | -4.53% |
| +50bp | 4.242 | 50.127 | 0.348 | -6.73% | -13.46% |
| 12m 2027-10-28 | -50bp | 3.212 | 61.626 | 0.700 | +15.06% | +15.06% |
| -25bp | 3.462 | 58.793 | 0.700 | +9.85% | +9.85% |
| Unchanged (roll-down) | 3.712 | 56.103 | 0.700 | +4.90% | +4.90% |
| +25bp | 3.962 | 53.547 | 0.700 | +0.21% | +0.21% |
| +50bp | 4.212 | 51.119 | 0.700 | -4.26% | -4.26% |