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 23.8y) |
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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 | ¥946.6B(32.7%)(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 | 0.600 % |
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| Compound Yield | 0.5996 % |
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| Accrued Interest | 0.139726 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.10 |
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| Macaulay Duration | 22.17 |
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| DV01 | — |
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| Convexity | 522.7 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 23.8y) | 3.951 % → ref. price 48.620 |
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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 | 3.438 | 54.449 | 0.150 | +12.26% | +49.04% |
| -25bp | 3.688 | 51.689 | 0.150 | +6.60% | +26.40% |
| Unchanged (roll-down) | 3.938 | 49.081 | 0.150 | +1.25% | +5.01% |
| +25bp | 4.188 | 46.618 | 0.150 | -3.80% | -15.20% |
| +50bp | 4.438 | 44.291 | 0.150 | -8.57% | -34.29% |
| 6m 2027-03-13 | -50bp | 3.425 | 54.909 | 0.297 | +13.50% | +27.01% |
| -25bp | 3.675 | 52.148 | 0.297 | +7.84% | +15.69% |
| Unchanged (roll-down) | 3.925 | 49.539 | 0.297 | +2.49% | +4.99% |
| +25bp | 4.175 | 47.073 | 0.297 | -2.56% | -5.13% |
| +50bp | 4.425 | 44.743 | 0.297 | -7.34% | -14.69% |
| 12m 2027-09-13 | -50bp | 3.399 | 55.852 | 0.600 | +16.06% | +16.06% |
| -25bp | 3.649 | 53.094 | 0.600 | +10.40% | +10.40% |
| Unchanged (roll-down) | 3.899 | 50.484 | 0.600 | +5.05% | +5.05% |
| +25bp | 4.149 | 48.014 | 0.600 | -0.01% | -0.01% |
| +50bp | 4.399 | 45.677 | 0.600 | -4.81% | -4.81% |