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bonds / 30Y / JGB (30-Year) No. 66

Bond Information

NameJGB (30-Year) No. 66
ISIN
Issue #66
Coupon (%)0.4% semi-annual
Issue Date2020-04-08
Maturity2050-03-20 (Remaining 23.5y)
Outstanding¥2.2T (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 ¥61.4B(last 2026-07-21・BOJ)
BOJ Holding¥446.8B(20.2%)(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 Yield0.400 %
Compound Yield0.3997 %
Accrued Interest0.193973 (177 days) per 100
Settlement Amount
Modified Duration22.39
Macaulay Duration22.44
DV01
Convexity528.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.200
2027-03-20coupon0.200
2027-09-20coupon0.200
…(43 omitted)…
2049-09-20coupon0.200
2050-03-20coupon + redemption100.200

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-06-04reopen2.85110.529
2020-05-14reopen3.6990.449
2020-04-07new3.53390.426

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 23.5y)3.938 % → ref. price 46.038
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.42551.731-0.102+12.09%+48.37%
-25bp3.67549.050-0.102+6.29%+25.18%
Unchanged (roll-down)3.92546.518-0.102+0.82%+3.27%
+25bp4.17544.127-0.102-4.35%-17.42%
+50bp4.42541.867-0.102-9.24%-36.97%
6m 2027-03-13-50bp3.41252.2100.197+13.78%+27.55%
-25bp3.66249.5290.197+7.98%+15.95%
Unchanged (roll-down)3.91246.9960.197+2.50%+4.99%
+25bp4.16244.6010.197-2.68%-5.37%
+50bp4.41242.3370.197-7.58%-15.16%
12m 2027-09-13-50bp3.38653.1950.400+16.35%+16.35%
-25bp3.63650.5150.400+10.55%+10.55%
Unchanged (roll-down)3.88647.9790.400+5.06%+5.06%
+25bp4.13645.5790.400-0.13%-0.13%
+50bp4.38643.3090.400-5.04%-5.04%