bonds / 30Y / JGB (30-Year) No. 68
Bond Information
| Name | JGB (30-Year) No. 68 |
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| ISIN | — |
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| Issue # | 68 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2020-10-07 |
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| Maturity | 2050-09-20 (Remaining 23.9y) |
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| Outstanding | ¥2.8T (2026-03-31・MOF) |
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| Total issued | ¥3T (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 ¥10.5B(last 2026-09-10・BOJ) |
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| BOJ Holding | ¥608.4B(21.8%)(as of 2026-10-20・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 | 0.062466 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.23 |
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| Macaulay Duration | 22.30 |
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| DV01 | — |
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| Convexity | 528.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.300 |
| 2027-09-20 | coupon | 0.300 |
| 2028-03-20 | coupon | 0.300 |
| …(43 omitted)… |
| 2050-03-20 | coupon | 0.300 |
| 2050-09-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 23.9y) | 3.874 % → ref. price 49.244 |
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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 2027-01-28 | -50bp | 3.359 | 55.199 | 0.151 | +12.38% | +49.54% |
| -25bp | 3.609 | 52.384 | 0.151 | +6.67% | +26.69% |
| Unchanged (roll-down) | 3.859 | 49.725 | 0.151 | +1.28% | +5.13% |
| +25bp | 4.109 | 47.215 | 0.151 | -3.81% | -15.24% |
| +50bp | 4.359 | 44.843 | 0.151 | -8.62% | -34.48% |
| 6m 2027-04-28 | -50bp | 3.345 | 55.673 | 0.302 | +13.65% | +27.30% |
| -25bp | 3.595 | 52.857 | 0.302 | +7.94% | +15.88% |
| Unchanged (roll-down) | 3.845 | 50.196 | 0.302 | +2.54% | +5.08% |
| +25bp | 4.095 | 47.682 | 0.302 | -2.56% | -5.11% |
| +50bp | 4.345 | 45.307 | 0.302 | -7.37% | -14.75% |
| 12m 2027-10-28 | -50bp | 3.315 | 56.648 | 0.600 | +16.23% | +16.23% |
| -25bp | 3.565 | 53.833 | 0.600 | +10.52% | +10.52% |
| Unchanged (roll-down) | 3.815 | 51.170 | 0.600 | +5.12% | +5.12% |
| +25bp | 4.065 | 48.651 | 0.600 | +0.01% | +0.01% |
| +50bp | 4.315 | 46.268 | 0.600 | -4.82% | -4.82% |