bonds / 30Y / JGB (30-Year) No. 61
Bond Information
| Name | JGB (30-Year) No. 61 |
|---|
| ISIN | — |
|---|
| Issue # | 61 |
|---|
| Coupon (%) | 0.7% semi-annual |
|---|
| Issue Date | 2019-01-11 |
|---|
| Maturity | 2048-12-20 (Remaining 22.3y) |
|---|
| Outstanding | ¥2.3T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.3T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —/ total ¥50.3B(last 2026-03-06・BOJ) |
|---|
| BOJ Holding | ¥719.3B(31.6%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6994 % |
|---|
| Accrued Interest | 0.163014 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 20.57 |
|---|
| Macaulay Duration | 20.64 |
|---|
| DV01 | — |
|---|
| Convexity | 455.2 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 22.3y) | 3.873 % → ref. price 52.913 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.360 | 58.815 | 0.175 | +11.45% | +45.80% |
| -25bp | 3.610 | 56.026 | 0.175 | +6.20% | +24.78% |
| Unchanged (roll-down) | 3.860 | 53.382 | 0.175 | +1.21% | +4.86% |
| +25bp | 4.110 | 50.876 | 0.175 | -3.51% | -14.03% |
| +50bp | 4.360 | 48.499 | 0.175 | -7.99% | -31.95% |
| 6m 2027-03-13 | -50bp | 3.347 | 59.277 | 0.346 | +12.64% | +25.29% |
| -25bp | 3.597 | 56.491 | 0.346 | +7.39% | +14.79% |
| Unchanged (roll-down) | 3.847 | 53.849 | 0.346 | +2.42% | +4.83% |
| +25bp | 4.097 | 51.343 | 0.346 | -2.30% | -4.61% |
| +50bp | 4.347 | 48.966 | 0.346 | -6.78% | -13.57% |
| 12m 2027-09-13 | -50bp | 3.321 | 60.223 | 0.700 | +15.09% | +15.09% |
| -25bp | 3.571 | 57.447 | 0.700 | +9.86% | +9.86% |
| Unchanged (roll-down) | 3.821 | 54.811 | 0.700 | +4.89% | +4.89% |
| +25bp | 4.071 | 52.307 | 0.700 | +0.18% | +0.18% |
| +50bp | 4.321 | 49.929 | 0.700 | -4.30% | -4.30% |