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bonds / 30Y / JGB (30-Year) No. 53

Bond Information

NameJGB (30-Year) No. 53
ISIN—
Issue #53
Coupon (%)0.6% semi-annual
Issue Date2016-12-20
Maturity2046-12-20 (Remaining 20.2y)
Outstanding¥2.1T (2026-03-31・MOF)
Total issued¥2.7T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d —/ total ¥8.9B(last 2026-07-22・BOJ)
BOJ Holding¥1.3T(61.2%)(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 Yield0.600 %
Compound Yield0.5995 %
Accrued Interest0.213699 (130 days) per 100
Settlement Amount—
Modified Duration18.92
Macaulay Duration18.98
DV01—
Convexity382.1

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.300
2027-06-20coupon0.300
2027-12-20coupon0.300
…(36 omitted)…
2046-06-20coupon0.300
2046-12-20coupon + redemption100.300

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2017-02-09reopen3.23270.907
2017-01-11reopen3.33230.745
2016-12-08new2.85400.617

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 20.1y)3.654 % → ref. price 56.697
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.13962.617-0.150+10.14%+40.56%
-25bp3.38959.851-0.150+5.28%+21.11%
Unchanged (roll-down)3.63957.216-0.150+0.65%+2.59%
+25bp3.88954.706-0.150-3.76%-15.05%
+50bp4.13952.316-0.150-7.96%-31.85%
6m 2027-04-28-50bp3.12663.1040.298+11.78%+23.56%
-25bp3.37660.3450.298+6.93%+13.87%
Unchanged (roll-down)3.62657.7170.298+2.32%+4.63%
+25bp3.87655.2120.298-2.09%-4.17%
+50bp4.12652.8250.298-6.28%-12.56%
12m 2027-10-28-50bp3.09864.0970.600+14.06%+14.06%
-25bp3.34861.3560.600+9.24%+9.24%
Unchanged (roll-down)3.59858.7420.600+4.65%+4.65%
+25bp3.84856.2480.600+0.26%+0.26%
+50bp4.09853.8690.600-3.92%-3.92%