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 20.9y） |
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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（44.4%）（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 | 0.083288 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.20 |
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| Macaulay Duration | 19.28 |
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| DV01 | — |
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| Convexity | 398.4 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| 2028-03-20 | coupon | 0.400 |
| …（37 omitted）… |
| 2047-03-20 | coupon | 0.400 |
| 2047-09-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 20.9y) | 3.698 % → ref. price 58.053 |
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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 | 3.183 | 64.119 | 0.202 | +10.78% | +43.12% |
| -25bp | 3.433 | 61.264 | 0.202 | +5.87% | +23.48% |
| Unchanged (roll-down) | 3.683 | 58.548 | 0.202 | +1.20% | +4.79% |
| +25bp | 3.933 | 55.965 | 0.202 | -3.25% | -12.98% |
| +50bp | 4.183 | 53.507 | 0.202 | -7.47% | -29.89% |
| 6m 2027-04-28 | -50bp | 3.168 | 64.590 | 0.402 | +11.94% | +23.87% |
| -25bp | 3.418 | 61.741 | 0.402 | +7.04% | +14.07% |
| Unchanged (roll-down) | 3.668 | 59.031 | 0.402 | +2.37% | +4.75% |
| +25bp | 3.918 | 56.451 | 0.402 | -2.06% | -4.13% |
| +50bp | 4.168 | 53.996 | 0.402 | -6.29% | -12.58% |
| 12m 2027-10-28 | -50bp | 3.139 | 65.555 | 0.800 | +14.28% | +14.28% |
| -25bp | 3.389 | 62.722 | 0.800 | +9.41% | +9.41% |
| Unchanged (roll-down) | 3.639 | 60.024 | 0.800 | +4.77% | +4.77% |
| +25bp | 3.889 | 57.453 | 0.800 | +0.34% | +0.34% |
| +50bp | 4.139 | 55.004 | 0.800 | -3.87% | -3.87% |