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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 25y)
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¥199.7B(6.9%)(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 Yield0.6994 %
Accrued Interest0.339452 (177 days) per 100
Settlement Amount
Modified Duration22.85
Macaulay Duration22.93
DV01
Convexity564.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.350
2027-03-20coupon0.350
2027-09-20coupon0.350
…(46 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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 25.0y)4.016 % → ref. price 47.935
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.50553.788-0.178+11.76%+47.02%
-25bp3.75550.990-0.178+5.96%+23.84%
Unchanged (roll-down)4.00548.354-0.178+0.50%+1.99%
+25bp4.25545.870-0.178-4.65%-18.59%
+50bp4.50543.528-0.178-9.50%-37.99%
6m 2027-03-13-50bp3.49254.2290.344+13.75%+27.50%
-25bp3.74251.4290.344+7.95%+15.90%
Unchanged (roll-down)3.99248.7900.344+2.48%+4.97%
+25bp4.24246.3020.344-2.67%-5.34%
+50bp4.49243.9560.344-7.53%-15.06%
12m 2027-09-13-50bp3.46655.1310.700+16.36%+16.36%
-25bp3.71652.3300.700+10.55%+10.55%
Unchanged (roll-down)3.96649.6870.700+5.08%+5.08%
+25bp4.21647.1920.700-0.09%-0.09%
+50bp4.46644.8360.700-4.97%-4.97%