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 20.8y) |
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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(58.9%)(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 | 0.7995 % |
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| Accrued Interest | 0.186301 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.08 |
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| Macaulay Duration | 19.15 |
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| DV01 | — |
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| Convexity | 393.4 |
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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 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 20.8y) | 3.794 % → ref. price 57.212 |
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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 | 3.281 | 63.138 | 0.199 | +10.67% | +42.68% |
| -25bp | 3.531 | 60.345 | 0.199 | +5.81% | +23.22% |
| Unchanged (roll-down) | 3.781 | 57.688 | 0.199 | +1.18% | +4.71% |
| +25bp | 4.031 | 55.161 | 0.199 | -3.23% | -12.91% |
| +50bp | 4.281 | 52.755 | 0.199 | -7.42% | -29.67% |
| 6m 2027-03-13 | -50bp | 3.268 | 63.598 | 0.396 | +11.81% | +23.63% |
| -25bp | 3.518 | 60.812 | 0.396 | +6.96% | +13.92% |
| Unchanged (roll-down) | 3.768 | 58.161 | 0.396 | +2.34% | +4.69% |
| +25bp | 4.018 | 55.637 | 0.396 | -2.05% | -4.11% |
| +50bp | 4.268 | 53.234 | 0.396 | -6.24% | -12.48% |
| 12m 2027-09-13 | -50bp | 3.240 | 64.554 | 0.800 | +14.19% | +14.19% |
| -25bp | 3.490 | 61.785 | 0.800 | +9.36% | +9.36% |
| Unchanged (roll-down) | 3.740 | 59.146 | 0.800 | +4.76% | +4.76% |
| +25bp | 3.990 | 56.631 | 0.800 | +0.38% | +0.38% |
| +50bp | 4.240 | 54.234 | 0.800 | -3.80% | -3.80% |