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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 23.4y)
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 2026-10-20・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 Yield0.3998 %
Accrued Interest0.041644 (38 days) per 100
Settlement Amount—
Modified Duration22.32
Macaulay Duration22.36
DV01—
Convexity524.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.200
2027-09-20coupon0.200
2028-03-20coupon0.200
…(42 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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 23.4y)3.844 % → ref. price 47.143
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.33052.9660.101+12.55%+50.22%
-25bp3.58050.2310.101+6.76%+27.03%
Unchanged (roll-down)3.83047.6460.101+1.28%+5.12%
+25bp4.08045.2040.101-3.90%-15.58%
+50bp4.33042.8960.101-8.79%-35.15%
6m 2027-04-28-50bp3.31553.4620.201+13.82%+27.64%
-25bp3.56550.7260.201+8.02%+16.04%
Unchanged (roll-down)3.81548.1400.201+2.54%+5.08%
+25bp4.06545.6940.201-2.64%-5.29%
+50bp4.31543.3820.201-7.54%-15.09%
12m 2027-10-28-50bp3.28654.4830.400+16.40%+16.40%
-25bp3.53651.7470.400+10.60%+10.60%
Unchanged (roll-down)3.78649.1580.400+5.12%+5.12%
+25bp4.03646.7070.400-0.08%-0.08%
+50bp4.28644.3870.400-4.99%-4.99%