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bonds / 30Y / JGB (30-Year) No. 79

Bond Information

NameJGB (30-Year) No. 79
ISIN
Issue #79
Coupon (%)1.2% semi-annual
Issue Date2023-07-07
Maturity2053-06-20 (Remaining 26.8y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥3T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥43.9B(last 2026-07-14・BOJ)
BOJ Holding¥168.2B(5.7%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.200 %
Compound Yield1.1991 %
Accrued Interest0.279452 (85 days) per 100
Settlement Amount
Modified Duration22.79
Macaulay Duration22.93
DV01
Convexity585.8

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.600
2027-06-20coupon0.600
2027-12-20coupon0.600
…(49 omitted)…
2052-12-20coupon0.600
2053-06-20coupon + redemption100.600

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2023-09-07reopen3.46281.640
2023-08-08reopen3.5041.593
2023-07-06new3.03351.222

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 26.8y)4.009 % → ref. price 54.118
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.51060.3160.299+11.94%+47.78%
-25bp3.76057.2400.299+6.29%+25.16%
Unchanged (roll-down)4.01054.3480.299+0.97%+3.89%
+25bp4.26051.6280.299-4.03%-16.11%
+50bp4.51049.0700.299-8.73%-34.92%
6m 2027-03-13-50bp3.51160.5290.593+12.88%+25.75%
-25bp3.76157.4620.593+7.24%+14.48%
Unchanged (roll-down)4.01154.5770.593+1.93%+3.87%
+25bp4.26151.8630.593-3.06%-6.11%
+50bp4.51149.3080.593-7.75%-15.50%
12m 2027-09-13-50bp3.51360.9671.200+14.80%+14.80%
-25bp3.76357.9201.200+9.19%+9.19%
Unchanged (roll-down)4.01355.0501.200+3.92%+3.92%
+25bp4.26352.3481.200-1.05%-1.05%
+50bp4.51349.8021.200-5.73%-5.73%