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 21.1y） |
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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（43.1%）（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 | 0.7994 % |
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| Accrued Interest | 0.284932 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.38 |
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| Macaulay Duration | 19.45 |
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| DV01 | — |
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| Convexity | 406.5 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 21.1y) | 3.712 % → ref. price 57.564 |
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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 | 3.197 | 63.641 | -0.199 | +10.16% | +40.64% |
| -25bp | 3.447 | 60.779 | -0.199 | +5.21% | +20.85% |
| Unchanged (roll-down) | 3.697 | 58.058 | -0.199 | +0.51% | +2.03% |
| +25bp | 3.947 | 55.472 | -0.199 | -3.96% | -15.85% |
| +50bp | 4.197 | 53.013 | -0.199 | -8.21% | -32.85% |
| 6m 2027-04-28 | -50bp | 3.183 | 64.114 | 0.398 | +12.01% | +24.02% |
| -25bp | 3.433 | 61.258 | 0.398 | +7.07% | +14.14% |
| Unchanged (roll-down) | 3.683 | 58.542 | 0.398 | +2.38% | +4.75% |
| +25bp | 3.933 | 55.959 | 0.398 | -2.09% | -4.18% |
| +50bp | 4.183 | 53.501 | 0.398 | -6.34% | -12.67% |
| 12m 2027-10-28 | -50bp | 3.153 | 65.077 | 0.800 | +14.37% | +14.37% |
| -25bp | 3.403 | 62.236 | 0.800 | +9.46% | +9.46% |
| Unchanged (roll-down) | 3.653 | 59.531 | 0.800 | +4.78% | +4.78% |
| +25bp | 3.903 | 56.955 | 0.800 | +0.33% | +0.33% |
| +50bp | 4.153 | 54.503 | 0.800 | -3.91% | -3.91% |