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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 20.6y)
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(59.0%)(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 Yield0.800 %
Compound Yield0.7995 %
Accrued Interest0.284932 (130 days) per 100
Settlement Amount—
Modified Duration18.95
Macaulay Duration19.03
DV01—
Convexity388.7

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 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 20.6y)3.683 % → ref. price 58.547
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.16864.604-0.199+9.96%+39.83%
-25bp3.41861.755-0.199+5.11%+20.46%
Unchanged (roll-down)3.66859.045-0.199+0.51%+2.03%
+25bp3.91856.465-0.199-3.88%-15.51%
+50bp4.16854.010-0.199-8.05%-32.20%
6m 2027-04-28-50bp3.15465.0780.398+11.78%+23.56%
-25bp3.40462.2370.398+6.95%+13.90%
Unchanged (roll-down)3.65459.5330.398+2.35%+4.70%
+25bp3.90456.9570.398-2.03%-4.05%
+50bp4.15454.5040.398-6.20%-12.39%
12m 2027-10-28-50bp3.12666.0280.800+14.08%+14.08%
-25bp3.37663.2050.800+9.28%+9.28%
Unchanged (roll-down)3.62660.5140.800+4.70%+4.70%
+25bp3.87657.9490.800+0.34%+0.34%
+50bp4.12655.5030.800-3.81%-3.81%