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bonds / 30Y / JGB (30-Year) No. 55

Bond Information

NameJGB (30-Year) No. 55
ISIN
Issue #55
Coupon (%)0.8% semi-annual
Issue Date2017-06-20
Maturity2047-06-20 (Remaining 20.8y)
Outstanding¥2.1T (2026-03-31・MOF)
Total issued¥2.6T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥7.1B(last 2025-11-25・BOJ)
BOJ Holding¥1.2T(58.9%)(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 Yield0.800 %
Compound Yield0.7995 %
Accrued Interest0.186301 (85 days) per 100
Settlement Amount
Modified Duration19.08
Macaulay Duration19.15
DV01
Convexity393.4

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.400
2027-06-20coupon0.400
2027-12-20coupon0.400
…(37 omitted)…
2046-12-20coupon0.400
2047-06-20coupon + redemption100.400

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2017-08-08reopen3.90100.876
2017-07-06reopen3.6290.878
2017-06-06new3.63130.817

Horizon total return settle 2026-09-13 ・ CMT 2026-09-10

CMT interpolated (rem 20.8y)3.794 % → ref. price 57.212
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-12-13-50bp3.28163.1380.199+10.67%+42.68%
-25bp3.53160.3450.199+5.81%+23.22%
Unchanged (roll-down)3.78157.6880.199+1.18%+4.71%
+25bp4.03155.1610.199-3.23%-12.91%
+50bp4.28152.7550.199-7.42%-29.67%
6m 2027-03-13-50bp3.26863.5980.396+11.81%+23.63%
-25bp3.51860.8120.396+6.96%+13.92%
Unchanged (roll-down)3.76858.1610.396+2.34%+4.69%
+25bp4.01855.6370.396-2.05%-4.11%
+50bp4.26853.2340.396-6.24%-12.48%
12m 2027-09-13-50bp3.24064.5540.800+14.19%+14.19%
-25bp3.49061.7850.800+9.36%+9.36%
Unchanged (roll-down)3.74059.1460.800+4.76%+4.76%
+25bp3.99056.6310.800+0.38%+0.38%
+50bp4.24054.2340.800-3.80%-3.80%