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bonds / 30Y / JGB (30-Year) No. 61

Bond Information

NameJGB (30-Year) No. 61
ISIN
Issue #61
Coupon (%)0.7% semi-annual
Issue Date2019-01-11
Maturity2048-12-20 (Remaining 22.3y)
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 ¥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)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.700 %
Compound Yield0.6994 %
Accrued Interest0.163014 (85 days) per 100
Settlement Amount
Modified Duration20.57
Macaulay Duration20.64
DV01
Convexity455.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.350
2027-06-20coupon0.350
2027-12-20coupon0.350
…(40 omitted)…
2048-06-20coupon0.350
2048-12-20coupon + redemption100.350

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2019-03-07reopen4.5670.621
2019-02-07reopen4.7250.587
2019-01-10new4.0320.715

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)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.36058.8150.175+11.45%+45.80%
-25bp3.61056.0260.175+6.20%+24.78%
Unchanged (roll-down)3.86053.3820.175+1.21%+4.86%
+25bp4.11050.8760.175-3.51%-14.03%
+50bp4.36048.4990.175-7.99%-31.95%
6m 2027-03-13-50bp3.34759.2770.346+12.64%+25.29%
-25bp3.59756.4910.346+7.39%+14.79%
Unchanged (roll-down)3.84753.8490.346+2.42%+4.83%
+25bp4.09751.3430.346-2.30%-4.61%
+50bp4.34748.9660.346-6.78%-13.57%
12m 2027-09-13-50bp3.32160.2230.700+15.09%+15.09%
-25bp3.57157.4470.700+9.86%+9.86%
Unchanged (roll-down)3.82154.8110.700+4.89%+4.89%
+25bp4.07152.3070.700+0.18%+0.18%
+50bp4.32149.9290.700-4.30%-4.30%