bonds / 30Y / JGB (30-Year) No. 54
Bond Information
| Name | JGB (30-Year) No. 54 |
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| ISIN | — |
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| Issue # | 54 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2017-03-21 |
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| Maturity | 2047-03-20 （Remaining 20.4y） |
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| Outstanding | ¥2T （2026-03-31・MOF） |
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| Total issued | ¥2.8T （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 ¥7.6B／ total ¥8.5B（last 2026-10-23・BOJ） |
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| BOJ Holding | ¥1.5T（73.5%）（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 | 0.800 % |
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| Compound Yield | 0.7996 % |
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| Accrued Interest | 0.083288 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 18.78 |
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| Macaulay Duration | 18.85 |
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| DV01 | — |
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| Convexity | 380.6 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| 2028-03-20 | coupon | 0.400 |
| …（36 omitted）… |
| 2046-09-20 | coupon | 0.400 |
| 2047-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 20.4y) | 3.668 % → ref. price 59.046 |
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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 | 3.153 | 65.091 | 0.202 | +10.56% | +42.25% |
| -25bp | 3.403 | 62.250 | 0.202 | +5.76% | +23.04% |
| Unchanged (roll-down) | 3.653 | 59.545 | 0.202 | +1.18% | +4.74% |
| +25bp | 3.903 | 56.969 | 0.202 | -3.17% | -12.69% |
| +50bp | 4.153 | 54.517 | 0.202 | -7.32% | -29.28% |
| 6m 2027-04-28 | -50bp | 3.139 | 65.558 | 0.402 | +11.69% | +23.39% |
| -25bp | 3.389 | 62.726 | 0.402 | +6.90% | +13.81% |
| Unchanged (roll-down) | 3.639 | 60.028 | 0.402 | +2.34% | +4.68% |
| +25bp | 3.889 | 57.457 | 0.402 | -2.01% | -4.02% |
| +50bp | 4.139 | 55.007 | 0.402 | -6.15% | -12.30% |
| 12m 2027-10-28 | -50bp | 3.112 | 66.506 | 0.800 | +13.97% | +13.97% |
| -25bp | 3.362 | 63.693 | 0.800 | +9.21% | +9.21% |
| Unchanged (roll-down) | 3.612 | 61.010 | 0.800 | +4.67% | +4.67% |
| +25bp | 3.862 | 58.451 | 0.800 | +0.35% | +0.35% |
| +50bp | 4.112 | 56.010 | 0.800 | -3.78% | -3.78% |