bonds / 30Y / JGB (30-Year) No. 78
Bond Information
| Name | JGB (30-Year) No. 78 |
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| ISIN | — |
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| Issue # | 78 |
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| Coupon (%) | 1.4% semi-annual |
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| Issue Date | 2023-04-07 |
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| Maturity | 2053-03-20 （Remaining 26.5y） |
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| Outstanding | ¥2.9T （2026-03-31・MOF） |
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| Total issued | ¥2.9T （annual report, FY-end） |
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| Statutory basis | 借換財投 |
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| SLF usage | last 30d —／ total ¥20.2B（last 2026-03-23・BOJ） |
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| BOJ Holding | ¥293.6B（10.0%）（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 | 1.400 % |
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| Compound Yield | 1.3989 % |
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| Accrued Interest | 0.678904 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.95 |
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| Macaulay Duration | 22.11 |
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| DV01 | — |
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| Convexity | 553.8 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.700 |
| 2027-03-20 | coupon | 0.700 |
| 2027-09-20 | coupon | 0.700 |
| …（49 omitted）… |
| 2052-09-20 | coupon | 0.700 |
| 2053-03-20 | coupon + redemption | 100.700 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 26.5y) | 4.010 % → ref. price 57.595 |
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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 | 3.511 | 63.948 | -0.357 | +10.29% | +41.16% |
| -25bp | 3.761 | 60.788 | -0.357 | +4.87% | +19.47% |
| Unchanged (roll-down) | 4.011 | 57.813 | -0.357 | -0.24% | -0.95% |
| +25bp | 4.261 | 55.012 | -0.357 | -5.04% | -20.18% |
| +50bp | 4.511 | 52.374 | -0.357 | -9.57% | -38.28% |
| 6m 2027-03-13 | -50bp | 3.512 | 64.144 | 0.688 | +12.42% | +24.84% |
| -25bp | 3.762 | 60.994 | 0.688 | +7.01% | +14.03% |
| Unchanged (roll-down) | 4.012 | 58.028 | 0.688 | +1.92% | +3.85% |
| +25bp | 4.262 | 55.234 | 0.688 | -2.87% | -5.74% |
| +50bp | 4.512 | 52.601 | 0.688 | -7.39% | -14.78% |
| 12m 2027-09-13 | -50bp | 3.514 | 64.540 | 1.400 | +14.32% | +14.32% |
| -25bp | 3.764 | 61.413 | 1.400 | +8.95% | +8.95% |
| Unchanged (roll-down) | 4.014 | 58.466 | 1.400 | +3.90% | +3.90% |
| +25bp | 4.264 | 55.686 | 1.400 | -0.87% | -0.87% |
| +50bp | 4.514 | 53.065 | 1.400 | -5.37% | -5.37% |