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 23.4y) |
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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 2026-10-20・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 | 0.3998 % |
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| Accrued Interest | 0.041644 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.32 |
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| Macaulay Duration | 22.36 |
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| DV01 | — |
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| Convexity | 524.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.200 |
| 2027-09-20 | coupon | 0.200 |
| 2028-03-20 | coupon | 0.200 |
| …(42 omitted)… |
| 2049-09-20 | coupon | 0.200 |
| 2050-03-20 | coupon + redemption | 100.200 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 23.4y) | 3.844 % → ref. price 47.143 |
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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 2027-01-28 | -50bp | 3.330 | 52.966 | 0.101 | +12.55% | +50.22% |
| -25bp | 3.580 | 50.231 | 0.101 | +6.76% | +27.03% |
| Unchanged (roll-down) | 3.830 | 47.646 | 0.101 | +1.28% | +5.12% |
| +25bp | 4.080 | 45.204 | 0.101 | -3.90% | -15.58% |
| +50bp | 4.330 | 42.896 | 0.101 | -8.79% | -35.15% |
| 6m 2027-04-28 | -50bp | 3.315 | 53.462 | 0.201 | +13.82% | +27.64% |
| -25bp | 3.565 | 50.726 | 0.201 | +8.02% | +16.04% |
| Unchanged (roll-down) | 3.815 | 48.140 | 0.201 | +2.54% | +5.08% |
| +25bp | 4.065 | 45.694 | 0.201 | -2.64% | -5.29% |
| +50bp | 4.315 | 43.382 | 0.201 | -7.54% | -15.09% |
| 12m 2027-10-28 | -50bp | 3.286 | 54.483 | 0.400 | +16.40% | +16.40% |
| -25bp | 3.536 | 51.747 | 0.400 | +10.60% | +10.60% |
| Unchanged (roll-down) | 3.786 | 49.158 | 0.400 | +5.12% | +5.12% |
| +25bp | 4.036 | 46.707 | 0.400 | -0.08% | -0.08% |
| +50bp | 4.286 | 44.387 | 0.400 | -4.99% | -4.99% |