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bonds / 30Y / JGB (30-Year) No. 76

Bond Information

NameJGB (30-Year) No. 76
ISIN—
Issue #76
Coupon (%)1.4% semi-annual
Issue Date2022-10-13
Maturity2052-09-20 (Remaining 25.9y)
Outstanding¥2.8T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d ¥5.6B/ total ¥12.2B(last 2026-10-05・BOJ)
BOJ Holding¥303.6B(10.8%)(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 Yield1.400 %
Compound Yield1.3990 %
Accrued Interest0.145753 (38 days) per 100
Settlement Amount—
Modified Duration21.64
Macaulay Duration21.79
DV01—
Convexity534.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.700
2027-09-20coupon0.700
2028-03-20coupon0.700
…(47 omitted)…
2052-03-20coupon0.700
2052-09-20coupon + redemption100.700

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2022-12-06reopen3.00171.481
2022-11-09reopen3.28111.561
2022-10-12new2.89321.480

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

CMT interpolated (rem 25.9y)3.933 % → ref. price 59.056
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.43465.4660.353+11.42%+45.70%
-25bp3.68462.2740.353+6.03%+24.13%
Unchanged (roll-down)3.93459.2660.353+0.95%+3.81%
+25bp4.18456.4310.353-3.84%-15.35%
+50bp4.43453.7580.353-8.35%-33.41%
6m 2027-04-28-50bp3.43665.6460.704+12.32%+24.64%
-25bp3.68662.4670.704+6.95%+13.90%
Unchanged (roll-down)3.93659.4690.704+1.89%+3.77%
+25bp4.18656.6420.704-2.89%-5.78%
+50bp4.43653.9750.704-7.39%-14.79%
12m 2027-10-28-50bp3.43466.1081.400+14.28%+14.28%
-25bp3.68462.9511.400+8.94%+8.94%
Unchanged (roll-down)3.93459.9711.400+3.91%+3.91%
+25bp4.18457.1581.400-0.84%-0.84%
+50bp4.43454.5011.400-5.33%-5.33%