overview yields news curve bonds auctions calendar T-Bill pd supply boj policy cpi debt holders rv strips swap world annual
bonds / 30Y / JGB (30-Year) No. 67

Bond Information

NameJGB (30-Year) No. 67
ISIN—
Issue #67
Coupon (%)0.6% semi-annual
Issue Date2020-07-08
Maturity2050-06-20 (Remaining 23.6y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d —/ total ¥8B(last 2026-07-03・BOJ)
BOJ Holding¥947.4B(32.7%)(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 Yield0.600 %
Compound Yield0.5996 %
Accrued Interest0.213699 (130 days) per 100
Settlement Amount—
Modified Duration21.98
Macaulay Duration22.05
DV01—
Convexity517.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.300
2027-06-20coupon0.300
2027-12-20coupon0.300
…(43 omitted)…
2049-12-20coupon0.300
2050-06-20coupon + redemption100.300

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-09-03reopen3.50160.611
2020-08-18reopen3.44220.617
2020-07-07new3.9280.612

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 23.6y)3.859 % → ref. price 49.724
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.34455.686-0.150+11.64%+46.55%
-25bp3.59452.870-0.150+6.00%+24.00%
Unchanged (roll-down)3.84450.209-0.150+0.67%+2.69%
+25bp4.09447.695-0.150-4.36%-17.45%
+50bp4.34445.320-0.150-9.12%-36.48%
6m 2027-04-28-50bp3.33056.1630.298+13.49%+26.98%
-25bp3.58053.3470.298+7.85%+15.70%
Unchanged (roll-down)3.83050.6850.298+2.52%+5.04%
+25bp4.08048.1690.298-2.52%-5.04%
+50bp4.33045.7890.298-7.28%-14.56%
12m 2027-10-28-50bp3.30057.1390.600+16.05%+16.05%
-25bp3.55054.3250.600+10.41%+10.41%
Unchanged (roll-down)3.80051.6610.600+5.08%+5.08%
+25bp4.05049.1410.600+0.03%+0.03%
+50bp4.30046.7550.600-4.75%-4.75%