bonds / 30Y / JGB (30-Year) No. 79
Bond Information
| Name | JGB (30-Year) No. 79 |
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| ISIN | — |
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| Issue # | 79 |
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| Coupon (%) | 1.2% semi-annual |
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| Issue Date | 2023-07-07 |
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| Maturity | 2053-06-20 (Remaining 26.8y) |
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| Outstanding | ¥2.9T (2026-03-31・MOF) |
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| Total issued | ¥3T (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 ¥43.9B(last 2026-07-14・BOJ) |
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| BOJ Holding | ¥168.2B(5.7%)(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 | 1.200 % |
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| Compound Yield | 1.1991 % |
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| Accrued Interest | 0.279452 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.79 |
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| Macaulay Duration | 22.93 |
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| DV01 | — |
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| Convexity | 585.8 |
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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 | 0.600 |
| 2027-06-20 | coupon | 0.600 |
| 2027-12-20 | coupon | 0.600 |
| …(49 omitted)… |
| 2052-12-20 | coupon | 0.600 |
| 2053-06-20 | coupon + redemption | 100.600 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 26.8y) | 4.009 % → ref. price 54.118 |
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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 | 3.510 | 60.316 | 0.299 | +11.94% | +47.78% |
| -25bp | 3.760 | 57.240 | 0.299 | +6.29% | +25.16% |
| Unchanged (roll-down) | 4.010 | 54.348 | 0.299 | +0.97% | +3.89% |
| +25bp | 4.260 | 51.628 | 0.299 | -4.03% | -16.11% |
| +50bp | 4.510 | 49.070 | 0.299 | -8.73% | -34.92% |
| 6m 2027-03-13 | -50bp | 3.511 | 60.529 | 0.593 | +12.88% | +25.75% |
| -25bp | 3.761 | 57.462 | 0.593 | +7.24% | +14.48% |
| Unchanged (roll-down) | 4.011 | 54.577 | 0.593 | +1.93% | +3.87% |
| +25bp | 4.261 | 51.863 | 0.593 | -3.06% | -6.11% |
| +50bp | 4.511 | 49.308 | 0.593 | -7.75% | -15.50% |
| 12m 2027-09-13 | -50bp | 3.513 | 60.967 | 1.200 | +14.80% | +14.80% |
| -25bp | 3.763 | 57.920 | 1.200 | +9.19% | +9.19% |
| Unchanged (roll-down) | 4.013 | 55.050 | 1.200 | +3.92% | +3.92% |
| +25bp | 4.263 | 52.348 | 1.200 | -1.05% | -1.05% |
| +50bp | 4.513 | 49.802 | 1.200 | -5.73% | -5.73% |