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 20.5y） |
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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 —／ total ¥900M（last 2026-03-26・BOJ） |
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| BOJ Holding | ¥1.5T（73.3%）（as of 2026-08-31・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 | 0.7994 % |
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| Accrued Interest | 0.387945 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 18.83 |
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| Macaulay Duration | 18.90 |
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| DV01 | — |
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| Convexity | 383.8 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.400 |
| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| …（37 omitted）… |
| 2046-09-20 | coupon | 0.400 |
| 2047-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 20.5y) | 3.781 % → ref. price 57.693 |
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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 2026-12-13 | -50bp | 3.268 | 63.610 | -0.204 | +9.84% | +39.34% |
| -25bp | 3.518 | 60.824 | -0.204 | +5.04% | +20.16% |
| Unchanged (roll-down) | 3.768 | 58.173 | -0.204 | +0.48% | +1.90% |
| +25bp | 4.018 | 55.649 | -0.204 | -3.87% | -15.48% |
| +50bp | 4.268 | 53.246 | -0.204 | -8.01% | -32.03% |
| 6m 2027-03-13 | -50bp | 3.255 | 64.071 | 0.393 | +11.66% | +23.32% |
| -25bp | 3.505 | 61.294 | 0.393 | +6.88% | +13.75% |
| Unchanged (roll-down) | 3.755 | 58.649 | 0.393 | +2.32% | +4.65% |
| +25bp | 4.005 | 56.129 | 0.393 | -2.01% | -4.03% |
| +50bp | 4.255 | 53.729 | 0.393 | -6.15% | -12.29% |
| 12m 2027-09-13 | -50bp | 3.226 | 65.045 | 0.800 | +14.03% | +14.03% |
| -25bp | 3.476 | 62.284 | 0.800 | +9.28% | +9.28% |
| Unchanged (roll-down) | 3.726 | 59.651 | 0.800 | +4.75% | +4.75% |
| +25bp | 3.976 | 57.141 | 0.800 | +0.43% | +0.43% |
| +50bp | 4.226 | 54.747 | 0.800 | -3.69% | -3.69% |