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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 26.6y)
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 2026-10-20・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 Interest0.427397 (130 days) per 100
Settlement Amount—
Modified Duration22.67
Macaulay Duration22.80
DV01—
Convexity580.2

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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 26.6y)3.927 % → ref. price 55.157
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.42961.460-0.299+10.80%+43.21%
-25bp3.67958.327-0.299+5.17%+20.66%
Unchanged (roll-down)3.92955.381-0.299-0.14%-0.54%
+25bp4.17952.609-0.299-5.12%-20.48%
+50bp4.42950.002-0.299-9.81%-39.25%
6m 2027-04-28-50bp3.43161.6610.597+12.77%+25.55%
-25bp3.68158.5380.597+7.16%+14.31%
Unchanged (roll-down)3.93155.6000.597+1.87%+3.74%
+25bp4.18152.8360.597-3.10%-6.20%
+50bp4.43150.2330.597-7.78%-15.57%
12m 2027-10-28-50bp3.43462.0731.200+14.60%+14.60%
-25bp3.68458.9731.200+9.02%+9.02%
Unchanged (roll-down)3.93456.0531.200+3.77%+3.77%
+25bp4.18453.3021.200-1.18%-1.18%
+50bp4.43450.7101.200-5.84%-5.84%