bonds / 30Y / JGB (30-Year) No. 76
Bond Information
| Name | JGB (30-Year) No. 76 |
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| ISIN | — |
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| Issue # | 76 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2022-10-13 |
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| Maturity | 2052-09-20 (Remaining 25.9y) |
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| Outstanding | ¥2.8T (2026-03-31・MOF) |
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| Total issued | ¥2.9T (annual report, FY-end) |
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| Statutory basis | 4条借換前倒財投 |
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| SLF usage | last 30d ¥5.6B/ total ¥12.2B(last 2026-10-05・BOJ) |
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| BOJ Holding | ¥303.6B(10.8%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates) |
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| Status | active |
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Results
Yield Calculator (price input) | Simple Yield | 1.400 % |
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| Compound Yield | 1.3990 % |
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| Accrued Interest | 0.145753 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.64 |
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| Macaulay Duration | 21.79 |
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| DV01 | — |
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| Convexity | 534.3 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.700 |
| 2027-09-20 | coupon | 0.700 |
| 2028-03-20 | coupon | 0.700 |
| …(47 omitted)… |
| 2052-03-20 | coupon | 0.700 |
| 2052-09-20 | coupon + redemption | 100.700 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 25.9y) | 3.933 % → ref. price 59.056 |
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| G-spread (vs interpolated CMT) | — |
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| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
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| 3m 2027-01-28 | -50bp | 3.434 | 65.466 | 0.353 | +11.42% | +45.70% |
| -25bp | 3.684 | 62.274 | 0.353 | +6.03% | +24.13% |
| Unchanged (roll-down) | 3.934 | 59.266 | 0.353 | +0.95% | +3.81% |
| +25bp | 4.184 | 56.431 | 0.353 | -3.84% | -15.35% |
| +50bp | 4.434 | 53.758 | 0.353 | -8.35% | -33.41% |
| 6m 2027-04-28 | -50bp | 3.436 | 65.646 | 0.704 | +12.32% | +24.64% |
| -25bp | 3.686 | 62.467 | 0.704 | +6.95% | +13.90% |
| Unchanged (roll-down) | 3.936 | 59.469 | 0.704 | +1.89% | +3.77% |
| +25bp | 4.186 | 56.642 | 0.704 | -2.89% | -5.78% |
| +50bp | 4.436 | 53.975 | 0.704 | -7.39% | -14.79% |
| 12m 2027-10-28 | -50bp | 3.434 | 66.108 | 1.400 | +14.28% | +14.28% |
| -25bp | 3.684 | 62.951 | 1.400 | +8.94% | +8.94% |
| Unchanged (roll-down) | 3.934 | 59.971 | 1.400 | +3.91% | +3.91% |
| +25bp | 4.184 | 57.158 | 1.400 | -0.84% | -0.84% |
| +50bp | 4.434 | 54.501 | 1.400 | -5.33% | -5.33% |