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 26.4y） |
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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 | ¥302.1B（10.3%）（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 | 1.3992 % |
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| Accrued Interest | 0.145753 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.99 |
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| Macaulay Duration | 22.14 |
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| DV01 | — |
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| Convexity | 552.2 |
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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 |
| …（48 omitted）… |
| 2052-09-20 | coupon | 0.700 |
| 2053-03-20 | coupon + redemption | 100.700 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 26.4y) | 3.929 % → ref. price 58.650 |
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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 | 3.431 | 65.101 | 0.353 | +11.57% | +46.29% |
| -25bp | 3.681 | 61.884 | 0.353 | +6.10% | +24.40% |
| Unchanged (roll-down) | 3.931 | 58.856 | 0.353 | +0.95% | +3.80% |
| +25bp | 4.181 | 56.004 | 0.353 | -3.90% | -15.60% |
| +50bp | 4.431 | 53.318 | 0.353 | -8.47% | -33.87% |
| 6m 2027-04-28 | -50bp | 3.433 | 65.277 | 0.704 | +12.47% | +24.94% |
| -25bp | 3.683 | 62.072 | 0.704 | +7.02% | +14.04% |
| Unchanged (roll-down) | 3.933 | 59.054 | 0.704 | +1.88% | +3.77% |
| +25bp | 4.183 | 56.210 | 0.704 | -2.95% | -5.90% |
| +50bp | 4.433 | 53.530 | 0.704 | -7.51% | -15.02% |
| 12m 2027-10-28 | -50bp | 3.436 | 65.658 | 1.400 | +14.30% | +14.30% |
| -25bp | 3.686 | 62.479 | 1.400 | +8.89% | +8.89% |
| Unchanged (roll-down) | 3.936 | 59.481 | 1.400 | +3.80% | +3.80% |
| +25bp | 4.186 | 56.654 | 1.400 | -1.01% | -1.01% |
| +50bp | 4.436 | 53.988 | 1.400 | -5.55% | -5.55% |