bonds / 30Y / JGB (30-Year) No. 77
Bond Information
| Name | JGB (30-Year) No. 77 |
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| ISIN | — |
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| Issue # | 77 |
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| Coupon (%) | 1.6% semi-annual |
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| Issue Date | 2023-01-12 |
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| Maturity | 2052-12-20 （Remaining 26.2y） |
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| Outstanding | ¥2.6T （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 ¥12.9B／ total ¥29.8B（last 2026-10-15・BOJ） |
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| BOJ Holding | ¥575.2B（22.1%）（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 | 1.600 % |
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| Compound Yield | 1.5987 % |
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| Accrued Interest | 0.569863 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.19 |
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| Macaulay Duration | 21.36 |
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| DV01 | — |
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| Convexity | 522.5 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.800 |
| 2027-06-20 | coupon | 0.800 |
| 2027-12-20 | coupon | 0.800 |
| …（48 omitted）… |
| 2052-06-20 | coupon | 0.800 |
| 2052-12-20 | coupon + redemption | 100.800 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 26.1y) | 3.931 % → ref. price 62.094 |
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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 | 3.433 | 68.691 | -0.399 | +9.89% | +39.57% |
| -25bp | 3.683 | 65.394 | -0.399 | +4.63% | +18.52% |
| Unchanged (roll-down) | 3.933 | 62.286 | -0.399 | -0.33% | -1.32% |
| +25bp | 4.183 | 59.357 | -0.399 | -5.00% | -20.02% |
| +50bp | 4.433 | 56.594 | -0.399 | -9.41% | -37.65% |
| 6m 2027-04-28 | -50bp | 3.434 | 68.854 | 0.796 | +12.06% | +24.11% |
| -25bp | 3.684 | 65.570 | 0.796 | +6.82% | +13.63% |
| Unchanged (roll-down) | 3.934 | 62.473 | 0.796 | +1.88% | +3.75% |
| +25bp | 4.184 | 59.553 | 0.796 | -2.78% | -5.57% |
| +50bp | 4.434 | 56.798 | 0.796 | -7.18% | -14.36% |
| 12m 2027-10-28 | -50bp | 3.438 | 69.188 | 1.600 | +13.87% | +13.87% |
| -25bp | 3.688 | 65.932 | 1.600 | +8.68% | +8.68% |
| Unchanged (roll-down) | 3.938 | 62.859 | 1.600 | +3.78% | +3.78% |
| +25bp | 4.188 | 59.959 | 1.600 | -0.85% | -0.85% |
| +50bp | 4.438 | 57.219 | 1.600 | -5.23% | -5.23% |