bonds / 30Y / JGB (30-Year) No. 57
Bond Information
| Name | JGB (30-Year) No. 57 |
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| ISIN | — |
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| Issue # | 57 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2017-12-20 |
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| Maturity | 2047-12-20 （Remaining 21.3y） |
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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条借換前倒財投 |
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| SLF usage | last 30d —／ total ¥25.4B（last 2026-06-25・BOJ） |
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| BOJ Holding | ¥1.2T（43.0%）（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 | 0.7994 % |
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| Accrued Interest | 0.186301 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.50 |
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| Macaulay Duration | 19.58 |
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| DV01 | — |
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| Convexity | 411.3 |
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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 |
| …（38 omitted）… |
| 2047-06-20 | coupon | 0.400 |
| 2047-12-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 21.3y) | 3.820 % → ref. price 56.263 |
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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 | 3.307 | 62.207 | 0.199 | +10.88% | +43.53% |
| -25bp | 3.557 | 59.401 | 0.199 | +5.91% | +23.65% |
| Unchanged (roll-down) | 3.807 | 56.734 | 0.199 | +1.19% | +4.75% |
| +25bp | 4.057 | 54.200 | 0.199 | -3.30% | -13.20% |
| +50bp | 4.307 | 51.791 | 0.199 | -7.57% | -30.27% |
| 6m 2027-03-13 | -50bp | 3.294 | 62.664 | 0.396 | +12.04% | +24.08% |
| -25bp | 3.544 | 59.864 | 0.396 | +7.08% | +14.16% |
| Unchanged (roll-down) | 3.794 | 57.202 | 0.396 | +2.36% | +4.73% |
| +25bp | 4.044 | 54.671 | 0.396 | -2.12% | -4.24% |
| +50bp | 4.294 | 52.264 | 0.396 | -6.38% | -12.77% |
| 12m 2027-09-13 | -50bp | 3.268 | 63.601 | 0.800 | +14.42% | +14.42% |
| -25bp | 3.518 | 60.816 | 0.800 | +9.48% | +9.48% |
| Unchanged (roll-down) | 3.768 | 58.165 | 0.800 | +4.79% | +4.79% |
| +25bp | 4.018 | 55.641 | 0.800 | +0.32% | +0.32% |
| +50bp | 4.268 | 53.238 | 0.800 | -3.94% | -3.94% |