bonds / 30Y / JGB (30-Year) No. 53
Bond Information
| Name | JGB (30-Year) No. 53 |
|---|
| ISIN | — |
|---|
| Issue # | 53 |
|---|
| Coupon (%) | 0.6% semi-annual |
|---|
| Issue Date | 2016-12-20 |
|---|
| Maturity | 2046-12-20 (Remaining 20.3y) |
|---|
| Outstanding | ¥2.1T (2026-03-31・MOF) |
|---|
| Total issued | ¥2.7T (annual report, FY-end) |
|---|
| Statutory basis | 4条借換前倒財投 |
|---|
| SLF usage | last 30d —/ total ¥8.9B(last 2026-07-22・BOJ) |
|---|
| BOJ Holding | ¥1.3T(61.1%)(as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates) |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 0.600 % |
|---|
| Compound Yield | 0.5995 % |
|---|
| Accrued Interest | 0.139726 (85 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 19.04 |
|---|
| Macaulay Duration | 19.10 |
|---|
| DV01 | — |
|---|
| Convexity | 386.8 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-12-20 | coupon | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …(36 omitted)… |
| 2046-06-20 | coupon | 0.300 |
| 2046-12-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 20.3y) | 3.768 % → ref. price 55.349 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.255 | 61.144 | 0.150 | +10.71% | +42.85% |
| -25bp | 3.505 | 58.431 | 0.150 | +5.83% | +23.30% |
| Unchanged (roll-down) | 3.755 | 55.850 | 0.150 | +1.17% | +4.69% |
| +25bp | 4.005 | 53.391 | 0.150 | -3.26% | -13.03% |
| +50bp | 4.255 | 51.050 | 0.150 | -7.48% | -29.91% |
| 6m 2027-03-13 | -50bp | 3.241 | 61.642 | 0.297 | +11.88% | +23.75% |
| -25bp | 3.491 | 58.937 | 0.297 | +7.00% | +14.00% |
| Unchanged (roll-down) | 3.741 | 56.359 | 0.297 | +2.36% | +4.71% |
| +25bp | 3.991 | 53.904 | 0.297 | -2.07% | -4.14% |
| +50bp | 4.241 | 51.565 | 0.297 | -6.28% | -12.57% |
| 12m 2027-09-13 | -50bp | 3.211 | 62.668 | 0.600 | +14.27% | +14.27% |
| -25bp | 3.461 | 59.978 | 0.600 | +9.42% | +9.42% |
| Unchanged (roll-down) | 3.711 | 57.412 | 0.600 | +4.80% | +4.80% |
| +25bp | 3.961 | 54.965 | 0.600 | +0.39% | +0.39% |
| +50bp | 4.211 | 52.631 | 0.600 | -3.82% | -3.82% |