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bonds / 30Y / JGB (30-Year) No. 71

Bond Information

NameJGB (30-Year) No. 71
ISIN
Issue #71
Coupon (%)0.7% semi-annual
Issue Date2021-07-07
Maturity2051-06-20 (Remaining 24.8y)
Outstanding¥2.8T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条借換財投
SLF usagelast 30d / total ¥6.1B(last 2026-06-11・BOJ)
BOJ Holding¥602.9B(21.2%)(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 Yield0.700 %
Compound Yield0.6995 %
Accrued Interest0.163014 (85 days) per 100
Settlement Amount
Modified Duration22.68
Macaulay Duration22.76
DV01
Convexity555.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.350
2027-06-20coupon0.350
2027-12-20coupon0.350
…(45 omitted)…
2050-12-20coupon0.350
2051-06-20coupon + redemption100.350

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2021-09-07reopen3.0070.653
2021-08-11reopen3.07110.647
2021-07-06new3.6330.680

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 24.8y)4.004 % → ref. price 48.368
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.49154.2480.175+12.48%+49.91%
-25bp3.74151.4480.175+6.71%+26.83%
Unchanged (roll-down)3.99148.8090.175+1.27%+5.08%
+25bp4.24146.3200.175-3.86%-15.44%
+50bp4.49143.9730.175-8.70%-34.78%
6m 2027-03-13-50bp3.47854.6910.346+13.74%+27.48%
-25bp3.72851.8900.346+7.97%+15.94%
Unchanged (roll-down)3.97849.2480.346+2.53%+5.05%
+25bp4.22846.7550.346-2.61%-5.22%
+50bp4.47844.4030.346-7.46%-14.91%
12m 2027-09-13-50bp3.45155.5990.700+16.34%+16.34%
-25bp3.70152.7980.700+10.57%+10.57%
Unchanged (roll-down)3.95150.1520.700+5.12%+5.12%
+25bp4.20147.6540.700-0.03%-0.03%
+50bp4.45145.2940.700-4.89%-4.89%