bonds / 30Y / JGB (30-Year) No. 56
Bond Information
| Name | JGB (30-Year) No. 56 |
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| ISIN | — |
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| Issue # | 56 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2017-09-20 |
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| Maturity | 2047-09-20 （Remaining 21y） |
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| Outstanding | ¥2.7T （2026-03-31・MOF） |
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| Total issued | ¥2.7T （annual report, FY-end） |
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| Statutory basis | 4条借換前倒 |
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| SLF usage | last 30d —／ total ¥33.4B（last 2026-07-17・BOJ） |
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| BOJ Holding | ¥1.2T（44.3%）（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 | 0.7993 % |
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| Accrued Interest | 0.387945 (177 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.25 |
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| Macaulay Duration | 19.33 |
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| DV01 | — |
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| Convexity | 401.6 |
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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 |
| …（38 omitted）… |
| 2047-03-20 | coupon | 0.400 |
| 2047-09-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 21.0y) | 3.807 % → ref. price 56.733 |
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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 | 3.294 | 62.670 | -0.204 | +10.04% | +40.15% |
| -25bp | 3.544 | 59.870 | -0.204 | +5.14% | +20.54% |
| Unchanged (roll-down) | 3.794 | 57.208 | -0.204 | +0.48% | +1.90% |
| +25bp | 4.044 | 54.677 | -0.204 | -3.96% | -15.82% |
| +50bp | 4.294 | 52.270 | -0.204 | -8.17% | -32.68% |
| 6m 2027-03-13 | -50bp | 3.281 | 63.129 | 0.393 | +11.89% | +23.77% |
| -25bp | 3.531 | 60.336 | 0.393 | +7.00% | +13.99% |
| Unchanged (roll-down) | 3.781 | 57.679 | 0.393 | +2.35% | +4.69% |
| +25bp | 4.031 | 55.151 | 0.393 | -2.08% | -4.16% |
| +50bp | 4.281 | 52.746 | 0.393 | -6.29% | -12.58% |
| 12m 2027-09-13 | -50bp | 3.255 | 64.066 | 0.800 | +14.24% | +14.24% |
| -25bp | 3.505 | 61.289 | 0.800 | +9.38% | +9.38% |
| Unchanged (roll-down) | 3.755 | 58.644 | 0.800 | +4.75% | +4.75% |
| +25bp | 4.005 | 56.125 | 0.800 | +0.34% | +0.34% |
| +50bp | 4.255 | 53.725 | 0.800 | -3.87% | -3.87% |