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bonds / 30Y / JGB (30-Year) No. 72

Bond Information

NameJGB (30-Year) No. 72
ISIN—
Issue #72
Coupon (%)0.7% semi-annual
Issue Date2021-10-13
Maturity2051-09-20 (Remaining 24.9y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d —/ total ¥1.4B(last 2026-06-25・BOJ)
BOJ Holding¥252.4B(8.7%)(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 Interest0.072877 (38 days) per 100
Settlement Amount—
Modified Duration22.81
Macaulay Duration22.89
DV01—
Convexity561.2

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.350
2027-09-20coupon0.350
2028-03-20coupon0.350
…(45 omitted)…
2051-03-20coupon0.350
2051-09-20coupon + redemption100.350

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2021-12-07reopen3.21100.673
2021-11-09reopen3.4570.683
2021-10-12new2.9090.702

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 24.9y)3.933 % → ref. price 48.945
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.41854.9470.176+12.61%+50.42%
-25bp3.66852.0940.176+6.79%+27.14%
Unchanged (roll-down)3.91849.4060.176+1.30%+5.21%
+25bp4.16846.8720.176-3.87%-15.47%
+50bp4.41844.4830.176-8.74%-34.96%
6m 2027-04-28-50bp3.40455.4040.352+13.89%+27.79%
-25bp3.65452.5490.352+8.07%+16.14%
Unchanged (roll-down)3.90449.8580.352+2.58%+5.16%
+25bp4.15447.3200.352-2.60%-5.19%
+50bp4.40444.9260.352-7.48%-14.96%
12m 2027-10-28-50bp3.37456.3460.700+16.53%+16.53%
-25bp3.62453.4900.700+10.70%+10.70%
Unchanged (roll-down)3.87450.7940.700+5.20%+5.20%
+25bp4.12448.2480.700+0.01%+0.01%
+50bp4.37445.8440.700-4.90%-4.90%