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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 23.8y)
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¥946.6B(32.7%)(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 Yield0.600 %
Compound Yield0.5996 %
Accrued Interest0.139726 (85 days) per 100
Settlement Amount
Modified Duration22.10
Macaulay Duration22.17
DV01
Convexity522.7

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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 23.8y)3.951 % → ref. price 48.620
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.43854.4490.150+12.26%+49.04%
-25bp3.68851.6890.150+6.60%+26.40%
Unchanged (roll-down)3.93849.0810.150+1.25%+5.01%
+25bp4.18846.6180.150-3.80%-15.20%
+50bp4.43844.2910.150-8.57%-34.29%
6m 2027-03-13-50bp3.42554.9090.297+13.50%+27.01%
-25bp3.67552.1480.297+7.84%+15.69%
Unchanged (roll-down)3.92549.5390.297+2.49%+4.99%
+25bp4.17547.0730.297-2.56%-5.13%
+50bp4.42544.7430.297-7.34%-14.69%
12m 2027-09-13-50bp3.39955.8520.600+16.06%+16.06%
-25bp3.64953.0940.600+10.40%+10.40%
Unchanged (roll-down)3.89950.4840.600+5.05%+5.05%
+25bp4.14948.0140.600-0.01%-0.01%
+50bp4.39945.6770.600-4.81%-4.81%