bonds / 30Y / JGB (30-Year) No. 71
Bond Information
| Name | JGB (30-Year) No. 71 |
|---|
| ISIN | — |
|---|
| Issue # | 71 |
|---|
| Coupon (%) | 0.7% semi-annual |
|---|
| Issue Date | 2021-07-07 |
|---|
| Maturity | 2051-06-20 (Remaining 24.6y) |
|---|
| Outstanding | ¥2.8T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.9T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換財投 |
|---|
| SLF usage | last 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) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.700 % |
|---|
| Compound Yield | 0.6995 % |
|---|
| Accrued Interest | 0.249315 (130 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 22.56 |
|---|
| Macaulay Duration | 22.64 |
|---|
| DV01 | — |
|---|
| Convexity | 549.7 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.350 |
| 2027-06-20 | coupon | 0.350 |
| 2027-12-20 | coupon | 0.350 |
| …(45 omitted)… |
| 2050-12-20 | coupon | 0.350 |
| 2051-06-20 | coupon + redemption | 100.350 |
Related Auctions
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) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2027-01-28 | -50bp | 3.403 | 55.417 | -0.175 | +11.76% | +47.02% |
| -25bp | 3.653 | 52.562 | -0.175 | +6.01% | +24.03% |
| Unchanged (roll-down) | 3.903 | 49.871 | -0.175 | +0.59% | +2.35% |
| +25bp | 4.153 | 47.332 | -0.175 | -4.53% | -18.10% |
| +50bp | 4.403 | 44.938 | -0.175 | -9.35% | -37.39% |
| 6m 2027-04-28 | -50bp | 3.389 | 55.878 | 0.348 | +13.74% | +27.47% |
| -25bp | 3.639 | 53.022 | 0.348 | +7.99% | +15.97% |
| Unchanged (roll-down) | 3.889 | 50.328 | 0.348 | +2.56% | +5.12% |
| +25bp | 4.139 | 47.786 | 0.348 | -2.56% | -5.12% |
| +50bp | 4.389 | 45.386 | 0.348 | -7.39% | -14.78% |
| 12m 2027-10-28 | -50bp | 3.359 | 56.821 | 0.700 | +16.34% | +16.34% |
| -25bp | 3.609 | 53.964 | 0.700 | +10.59% | +10.59% |
| Unchanged (roll-down) | 3.859 | 51.265 | 0.700 | +5.16% | +5.16% |
| +25bp | 4.109 | 48.717 | 0.700 | +0.02% | +0.02% |
| +50bp | 4.359 | 46.308 | 0.700 | -4.83% | -4.83% |