bonds / 30Y / JGB (30-Year) No. 64
Bond Information
| Name | JGB (30-Year) No. 64 |
|---|
| ISIN | — |
|---|
| Issue # | 64 |
|---|
| Coupon (%) | 0.4% semi-annual |
|---|
| Issue Date | 2019-10-11 |
|---|
| Maturity | 2049-09-20 （Remaining 22.9y） |
|---|
| Outstanding | ¥2.5T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.6T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —／ total ¥30.5B（last 2026-05-26・BOJ） |
|---|
| BOJ Holding | ¥1.2T（48.5%）（as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.400 % |
|---|
| Compound Yield | 0.3997 % |
|---|
| Accrued Interest | 0.041644 (38 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 21.86 |
|---|
| Macaulay Duration | 21.91 |
|---|
| DV01 | — |
|---|
| Convexity | 503.3 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| 2028-03-20 | coupon | 0.200 |
| …（41 omitted）… |
| 2049-03-20 | coupon | 0.200 |
| 2049-09-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 22.9y) | 3.815 % → ref. price 48.135 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 3.301 | 53.968 | 0.101 | +12.32% | +49.27% |
| -25bp | 3.551 | 51.232 | 0.101 | +6.64% | +26.55% |
| Unchanged (roll-down) | 3.801 | 48.644 | 0.101 | +1.27% | +5.07% |
| +25bp | 4.051 | 46.196 | 0.101 | -3.82% | -15.26% |
| +50bp | 4.301 | 43.880 | 0.101 | -8.62% | -34.49% |
| 6m 2027-04-28 | -50bp | 3.286 | 54.469 | 0.201 | +13.56% | +27.13% |
| -25bp | 3.536 | 51.733 | 0.201 | +7.89% | +15.77% |
| Unchanged (roll-down) | 3.786 | 49.144 | 0.201 | +2.51% | +5.02% |
| +25bp | 4.036 | 46.693 | 0.201 | -2.57% | -5.15% |
| +50bp | 4.286 | 44.374 | 0.201 | -7.39% | -14.78% |
| 12m 2027-10-28 | -50bp | 3.257 | 55.497 | 0.400 | +16.11% | +16.11% |
| -25bp | 3.507 | 52.764 | 0.400 | +10.44% | +10.44% |
| Unchanged (roll-down) | 3.757 | 50.174 | 0.400 | +5.06% | +5.06% |
| +25bp | 4.007 | 47.720 | 0.400 | -0.03% | -0.03% |
| +50bp | 4.257 | 45.395 | 0.400 | -4.86% | -4.86% |