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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 20.3y)
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(61.1%)(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 Yield0.600 %
Compound Yield0.5995 %
Accrued Interest0.139726 (85 days) per 100
Settlement Amount
Modified Duration19.04
Macaulay Duration19.10
DV01
Convexity386.8

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 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 20.3y)3.768 % → ref. price 55.349
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.25561.1440.150+10.71%+42.85%
-25bp3.50558.4310.150+5.83%+23.30%
Unchanged (roll-down)3.75555.8500.150+1.17%+4.69%
+25bp4.00553.3910.150-3.26%-13.03%
+50bp4.25551.0500.150-7.48%-29.91%
6m 2027-03-13-50bp3.24161.6420.297+11.88%+23.75%
-25bp3.49158.9370.297+7.00%+14.00%
Unchanged (roll-down)3.74156.3590.297+2.36%+4.71%
+25bp3.99153.9040.297-2.07%-4.14%
+50bp4.24151.5650.297-6.28%-12.57%
12m 2027-09-13-50bp3.21162.6680.600+14.27%+14.27%
-25bp3.46159.9780.600+9.42%+9.42%
Unchanged (roll-down)3.71157.4120.600+4.80%+4.80%
+25bp3.96154.9650.600+0.39%+0.39%
+50bp4.21152.6310.600-3.82%-3.82%