bonds / 30Y / JGB (30-Year) No. 55
Bond Information
| Name | JGB (30-Year) No. 55 |
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| ISIN | — |
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| Issue # | 55 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2017-06-20 |
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| Maturity | 2047-06-20 (Remaining 20.6y) |
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| Outstanding | ¥2.1T (2026-03-31・MOF) |
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| Total issued | ¥2.6T (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 ¥7.1B(last 2025-11-25・BOJ) |
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| BOJ Holding | ¥1.2T(59.0%)(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 | 0.7995 % |
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| Accrued Interest | 0.284932 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 18.95 |
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| Macaulay Duration | 19.03 |
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| DV01 | — |
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| Convexity | 388.7 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-12-20 | coupon | 0.400 |
| 2027-06-20 | coupon | 0.400 |
| 2027-12-20 | coupon | 0.400 |
| …(37 omitted)… |
| 2046-12-20 | coupon | 0.400 |
| 2047-06-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 20.6y) | 3.683 % → ref. price 58.547 |
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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 | 3.168 | 64.604 | -0.199 | +9.96% | +39.83% |
| -25bp | 3.418 | 61.755 | -0.199 | +5.11% | +20.46% |
| Unchanged (roll-down) | 3.668 | 59.045 | -0.199 | +0.51% | +2.03% |
| +25bp | 3.918 | 56.465 | -0.199 | -3.88% | -15.51% |
| +50bp | 4.168 | 54.010 | -0.199 | -8.05% | -32.20% |
| 6m 2027-04-28 | -50bp | 3.154 | 65.078 | 0.398 | +11.78% | +23.56% |
| -25bp | 3.404 | 62.237 | 0.398 | +6.95% | +13.90% |
| Unchanged (roll-down) | 3.654 | 59.533 | 0.398 | +2.35% | +4.70% |
| +25bp | 3.904 | 56.957 | 0.398 | -2.03% | -4.05% |
| +50bp | 4.154 | 54.504 | 0.398 | -6.20% | -12.39% |
| 12m 2027-10-28 | -50bp | 3.126 | 66.028 | 0.800 | +14.08% | +14.08% |
| -25bp | 3.376 | 63.205 | 0.800 | +9.28% | +9.28% |
| Unchanged (roll-down) | 3.626 | 60.514 | 0.800 | +4.70% | +4.70% |
| +25bp | 3.876 | 57.949 | 0.800 | +0.34% | +0.34% |
| +50bp | 4.126 | 55.503 | 0.800 | -3.81% | -3.81% |