bonds / 30Y / JGB (30-Year) No. 66
Bond Information
| Name | JGB (30-Year) No. 66 |
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| ISIN | — |
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| Issue # | 66 |
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| Coupon (%) | 0.4% semi-annual |
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| Issue Date | 2020-04-08 |
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| Maturity | 2050-03-20 (Remaining 23.5y) |
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| Outstanding | ¥2.2T (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 ¥61.4B(last 2026-07-21・BOJ) |
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| BOJ Holding | ¥446.8B(20.2%)(as of 2026-08-31・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 | 0.400 % |
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| Compound Yield | 0.3997 % |
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| Accrued Interest | 0.193973 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.39 |
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| Macaulay Duration | 22.44 |
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| DV01 | — |
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| Convexity | 528.9 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.200 |
| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| …(43 omitted)… |
| 2049-09-20 | coupon | 0.200 |
| 2050-03-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 23.5y) | 3.938 % → ref. price 46.038 |
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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 2026-12-13 | -50bp | 3.425 | 51.731 | -0.102 | +12.09% | +48.37% |
| -25bp | 3.675 | 49.050 | -0.102 | +6.29% | +25.18% |
| Unchanged (roll-down) | 3.925 | 46.518 | -0.102 | +0.82% | +3.27% |
| +25bp | 4.175 | 44.127 | -0.102 | -4.35% | -17.42% |
| +50bp | 4.425 | 41.867 | -0.102 | -9.24% | -36.97% |
| 6m 2027-03-13 | -50bp | 3.412 | 52.210 | 0.197 | +13.78% | +27.55% |
| -25bp | 3.662 | 49.529 | 0.197 | +7.98% | +15.95% |
| Unchanged (roll-down) | 3.912 | 46.996 | 0.197 | +2.50% | +4.99% |
| +25bp | 4.162 | 44.601 | 0.197 | -2.68% | -5.37% |
| +50bp | 4.412 | 42.337 | 0.197 | -7.58% | -15.16% |
| 12m 2027-09-13 | -50bp | 3.386 | 53.195 | 0.400 | +16.35% | +16.35% |
| -25bp | 3.636 | 50.515 | 0.400 | +10.55% | +10.55% |
| Unchanged (roll-down) | 3.886 | 47.979 | 0.400 | +5.06% | +5.06% |
| +25bp | 4.136 | 45.579 | 0.400 | -0.13% | -0.13% |
| +50bp | 4.386 | 43.309 | 0.400 | -5.04% | -5.04% |