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bonds / 30Y / JGB (30-Year) No. 68

Bond Information

NameJGB (30-Year) No. 68
ISIN—
Issue #68
Coupon (%)0.6% semi-annual
Issue Date2020-10-07
Maturity2050-09-20 (Remaining 23.9y)
Outstanding¥2.8T (2026-03-31・MOF)
Total issued¥3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d —/ total ¥10.5B(last 2026-09-10・BOJ)
BOJ Holding¥608.4B(21.8%)(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 Interest0.062466 (38 days) per 100
Settlement Amount—
Modified Duration22.23
Macaulay Duration22.30
DV01—
Convexity528.5

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.300
2027-09-20coupon0.300
2028-03-20coupon0.300
…(43 omitted)…
2050-03-20coupon0.300
2050-09-20coupon + redemption100.300

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2020-12-03reopen3.4950.648
2020-11-10reopen3.7660.643
2020-10-06new3.51140.638

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

CMT interpolated (rem 23.9y)3.874 % → ref. price 49.244
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.35955.1990.151+12.38%+49.54%
-25bp3.60952.3840.151+6.67%+26.69%
Unchanged (roll-down)3.85949.7250.151+1.28%+5.13%
+25bp4.10947.2150.151-3.81%-15.24%
+50bp4.35944.8430.151-8.62%-34.48%
6m 2027-04-28-50bp3.34555.6730.302+13.65%+27.30%
-25bp3.59552.8570.302+7.94%+15.88%
Unchanged (roll-down)3.84550.1960.302+2.54%+5.08%
+25bp4.09547.6820.302-2.56%-5.11%
+50bp4.34545.3070.302-7.37%-14.75%
12m 2027-10-28-50bp3.31556.6480.600+16.23%+16.23%
-25bp3.56553.8330.600+10.52%+10.52%
Unchanged (roll-down)3.81551.1700.600+5.12%+5.12%
+25bp4.06548.6510.600+0.01%+0.01%
+50bp4.31546.2680.600-4.82%-4.82%