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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 24y)
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 ¥2.7B/ total ¥10.5B(last 2026-09-10・BOJ)
BOJ Holding¥561.6B(20.1%)(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 Yield0.5995 %
Accrued Interest0.290959 (177 days) per 100
Settlement Amount
Modified Duration22.29
Macaulay Duration22.36
DV01
Convexity532.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.300
2027-03-20coupon0.300
2027-09-20coupon0.300
…(44 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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 24.0y)3.965 % → ref. price 48.158
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.45253.983-0.153+11.71%+46.83%
-25bp3.70251.222-0.153+6.01%+24.04%
Unchanged (roll-down)3.95248.616-0.153+0.63%+2.53%
+25bp4.20246.156-0.153-4.45%-17.79%
+50bp4.45243.833-0.153-9.24%-36.97%
6m 2027-03-13-50bp3.43954.4400.295+13.58%+27.15%
-25bp3.68951.6790.295+7.88%+15.76%
Unchanged (roll-down)3.93949.0720.295+2.50%+4.99%
+25bp4.18946.6090.295-2.59%-5.18%
+50bp4.43944.2820.295-7.39%-14.78%
12m 2027-09-13-50bp3.41255.3780.600+16.14%+16.14%
-25bp3.66252.6180.600+10.45%+10.45%
Unchanged (roll-down)3.91250.0090.600+5.06%+5.06%
+25bp4.16247.5410.600-0.03%-0.03%
+50bp4.41245.2070.600-4.85%-4.85%