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 26.6y) |
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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 2026-10-20・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 | 1.200 % |
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| Compound Yield | 1.1991 % |
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| Accrued Interest | 0.427397 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 22.67 |
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| Macaulay Duration | 22.80 |
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| DV01 | — |
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| Convexity | 580.2 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 26.6y) | 3.927 % → ref. price 55.157 |
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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 | 3.429 | 61.460 | -0.299 | +10.80% | +43.21% |
| -25bp | 3.679 | 58.327 | -0.299 | +5.17% | +20.66% |
| Unchanged (roll-down) | 3.929 | 55.381 | -0.299 | -0.14% | -0.54% |
| +25bp | 4.179 | 52.609 | -0.299 | -5.12% | -20.48% |
| +50bp | 4.429 | 50.002 | -0.299 | -9.81% | -39.25% |
| 6m 2027-04-28 | -50bp | 3.431 | 61.661 | 0.597 | +12.77% | +25.55% |
| -25bp | 3.681 | 58.538 | 0.597 | +7.16% | +14.31% |
| Unchanged (roll-down) | 3.931 | 55.600 | 0.597 | +1.87% | +3.74% |
| +25bp | 4.181 | 52.836 | 0.597 | -3.10% | -6.20% |
| +50bp | 4.431 | 50.233 | 0.597 | -7.78% | -15.57% |
| 12m 2027-10-28 | -50bp | 3.434 | 62.073 | 1.200 | +14.60% | +14.60% |
| -25bp | 3.684 | 58.973 | 1.200 | +9.02% | +9.02% |
| Unchanged (roll-down) | 3.934 | 56.053 | 1.200 | +3.77% | +3.77% |
| +25bp | 4.184 | 53.302 | 1.200 | -1.18% | -1.18% |
| +50bp | 4.434 | 50.710 | 1.200 | -5.84% | -5.84% |