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 26.3y） |
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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 —／ total ¥16.9B（last 2026-07-21・BOJ） |
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| BOJ Holding | ¥575.2B（22.1%）（as of 2026-08-31・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 | 0.372603 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.32 |
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| Macaulay Duration | 21.49 |
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| DV01 | — |
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| Convexity | 527.8 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 26.3y) | 4.011 % → ref. price 61.034 |
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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 2026-12-13 | -50bp | 3.512 | 67.530 | 0.399 | +11.23% | +44.92% |
| -25bp | 3.762 | 64.288 | 0.399 | +5.95% | +23.80% |
| Unchanged (roll-down) | 4.012 | 61.234 | 0.399 | +0.97% | +3.90% |
| +25bp | 4.262 | 58.354 | 0.399 | -3.71% | -14.86% |
| +50bp | 4.512 | 55.640 | 0.399 | -8.13% | -32.54% |
| 6m 2027-03-13 | -50bp | 3.513 | 67.707 | 0.791 | +12.16% | +24.31% |
| -25bp | 3.763 | 64.477 | 0.791 | +6.90% | +13.79% |
| Unchanged (roll-down) | 4.013 | 61.432 | 0.791 | +1.94% | +3.87% |
| +25bp | 4.263 | 58.561 | 0.791 | -2.74% | -5.48% |
| +50bp | 4.513 | 55.853 | 0.791 | -7.15% | -14.30% |
| 12m 2027-09-13 | -50bp | 3.515 | 68.069 | 1.600 | +14.06% | +14.06% |
| -25bp | 3.765 | 64.865 | 1.600 | +8.84% | +8.84% |
| Unchanged (roll-down) | 4.015 | 61.841 | 1.600 | +3.92% | +3.92% |
| +25bp | 4.265 | 58.987 | 1.600 | -0.73% | -0.73% |
| +50bp | 4.515 | 56.292 | 1.600 | -5.12% | -5.12% |