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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 24.6y)
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 ¥9.5B/ total ¥33B(last 2026-10-13・BOJ)
BOJ Holding¥607.2B(21.4%)(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 Yield0.700 %
Compound Yield0.6995 %
Accrued Interest0.249315 (130 days) per 100
Settlement Amount—
Modified Duration22.56
Macaulay Duration22.64
DV01—
Convexity549.7

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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 24.6y)3.918 % → ref. price 49.405
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.40355.417-0.175+11.76%+47.02%
-25bp3.65352.562-0.175+6.01%+24.03%
Unchanged (roll-down)3.90349.871-0.175+0.59%+2.35%
+25bp4.15347.332-0.175-4.53%-18.10%
+50bp4.40344.938-0.175-9.35%-37.39%
6m 2027-04-28-50bp3.38955.8780.348+13.74%+27.47%
-25bp3.63953.0220.348+7.99%+15.97%
Unchanged (roll-down)3.88950.3280.348+2.56%+5.12%
+25bp4.13947.7860.348-2.56%-5.12%
+50bp4.38945.3860.348-7.39%-14.78%
12m 2027-10-28-50bp3.35956.8210.700+16.34%+16.34%
-25bp3.60953.9640.700+10.59%+10.59%
Unchanged (roll-down)3.85951.2650.700+5.16%+5.16%
+25bp4.10948.7170.700+0.02%+0.02%
+50bp4.35946.3080.700-4.83%-4.83%