bonds / 30Y / JGB (30-Year) No. 67
Bond Information
| Name | JGB (30-Year) No. 67 |
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| ISIN | — |
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| Issue # | 67 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2020-07-08 |
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| Maturity | 2050-06-20 (Remaining 23.6y) |
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| Outstanding | ¥2.9T (2026-03-31・MOF) |
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| Total issued | ¥2.9T (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 ¥8B(last 2026-07-03・BOJ) |
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| BOJ Holding | ¥947.4B(32.7%)(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 | 0.600 % |
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| Compound Yield | 0.5996 % |
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| Accrued Interest | 0.213699 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.98 |
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| Macaulay Duration | 22.05 |
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| DV01 | — |
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| Convexity | 517.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …(43 omitted)… |
| 2049-12-20 | coupon | 0.300 |
| 2050-06-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 23.6y) | 3.859 % → ref. price 49.724 |
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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 | 3.344 | 55.686 | -0.150 | +11.64% | +46.55% |
| -25bp | 3.594 | 52.870 | -0.150 | +6.00% | +24.00% |
| Unchanged (roll-down) | 3.844 | 50.209 | -0.150 | +0.67% | +2.69% |
| +25bp | 4.094 | 47.695 | -0.150 | -4.36% | -17.45% |
| +50bp | 4.344 | 45.320 | -0.150 | -9.12% | -36.48% |
| 6m 2027-04-28 | -50bp | 3.330 | 56.163 | 0.298 | +13.49% | +26.98% |
| -25bp | 3.580 | 53.347 | 0.298 | +7.85% | +15.70% |
| Unchanged (roll-down) | 3.830 | 50.685 | 0.298 | +2.52% | +5.04% |
| +25bp | 4.080 | 48.169 | 0.298 | -2.52% | -5.04% |
| +50bp | 4.330 | 45.789 | 0.298 | -7.28% | -14.56% |
| 12m 2027-10-28 | -50bp | 3.300 | 57.139 | 0.600 | +16.05% | +16.05% |
| -25bp | 3.550 | 54.325 | 0.600 | +10.41% | +10.41% |
| Unchanged (roll-down) | 3.800 | 51.661 | 0.600 | +5.08% | +5.08% |
| +25bp | 4.050 | 49.141 | 0.600 | +0.03% | +0.03% |
| +50bp | 4.300 | 46.755 | 0.600 | -4.75% | -4.75% |