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bonds / 30Y / JGB (30-Year) No. 63

Bond Information

NameJGB (30-Year) No. 63
ISIN—
Issue #63
Coupon (%)0.4% semi-annual
Issue Date2019-07-05
Maturity2049-06-20 (Remaining 22.6y)
Outstanding¥2.4T (2026-03-31・MOF)
Total issued¥2.5T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d ¥17.5B/ total ¥122.6B(last 2026-09-30・BOJ)
BOJ Holding¥1.3T(53.0%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.400 %
Compound Yield0.3997 %
Accrued Interest0.142466 (130 days) per 100
Settlement Amount—
Modified Duration21.61
Macaulay Duration21.66
DV01—
Convexity492.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.200
2027-06-20coupon0.200
2027-12-20coupon0.200
…(41 omitted)…
2048-12-20coupon0.200
2049-06-20coupon + redemption100.200

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2019-09-05reopen3.45110.140
2019-08-06reopen3.50200.292
2019-07-04new4.01150.357

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 22.6y)3.801 % → ref. price 48.644
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.28654.482-0.100+11.76%+47.05%
-25bp3.53651.746-0.100+6.15%+24.62%
Unchanged (roll-down)3.78649.157-0.100+0.85%+3.39%
+25bp4.03646.706-0.100-4.18%-16.70%
+50bp4.28644.387-0.100-8.93%-35.72%
6m 2027-04-28-50bp3.27154.9860.199+13.41%+26.81%
-25bp3.52152.2510.199+7.80%+15.60%
Unchanged (roll-down)3.77149.6610.199+2.49%+4.99%
+25bp4.02147.2090.199-2.53%-5.07%
+50bp4.27144.8860.199-7.29%-14.59%
12m 2027-10-28-50bp3.24256.0160.400+15.93%+15.93%
-25bp3.49253.2850.400+10.33%+10.33%
Unchanged (roll-down)3.74250.6950.400+5.03%+5.03%
+25bp3.99248.2400.400-0.01%-0.01%
+50bp4.24245.9120.400-4.78%-4.78%