bonds / 30Y / JGB (30-Year) No. 80
Bond Information
| Name | JGB (30-Year) No. 80 |
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| ISIN | — |
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| Issue # | 80 |
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| Coupon (%) | 1.8% semi-annual |
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| Issue Date | 2023-10-06 |
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| Maturity | 2053-09-20 (Remaining 26.9y) |
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| Outstanding | ¥2.8T (2026-03-31・MOF) |
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| Total issued | ¥2.8T (annual report, FY-end) |
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| Statutory basis | 4条借換財投 |
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| SLF usage | last 30d ¥17.1B/ total ¥17.6B(last 2026-10-23・BOJ) |
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| BOJ Holding | ¥346.5B(12.6%)(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 | 1.800 % |
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| Compound Yield | 1.7987 % |
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| Accrued Interest | 0.187397 (38 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.22 |
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| Macaulay Duration | 21.41 |
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| DV01 | — |
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| Convexity | 531.3 |
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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 | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| 2028-03-20 | coupon | 0.900 |
| …(49 omitted)… |
| 2053-03-20 | coupon | 0.900 |
| 2053-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 26.9y) | 3.926 % → ref. price 64.848 |
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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 | 3.427 | 71.682 | 0.454 | +11.20% | +44.82% |
| -25bp | 3.677 | 68.247 | 0.454 | +5.92% | +23.69% |
| Unchanged (roll-down) | 3.927 | 65.013 | 0.454 | +0.95% | +3.80% |
| +25bp | 4.177 | 61.967 | 0.454 | -3.73% | -14.93% |
| +50bp | 4.427 | 59.097 | 0.454 | -8.14% | -32.58% |
| 6m 2027-04-28 | -50bp | 3.429 | 71.811 | 0.905 | +12.10% | +24.20% |
| -25bp | 3.679 | 68.391 | 0.905 | +6.84% | +13.68% |
| Unchanged (roll-down) | 3.929 | 65.169 | 0.905 | +1.88% | +3.77% |
| +25bp | 4.179 | 62.133 | 0.905 | -2.78% | -5.57% |
| +50bp | 4.429 | 59.271 | 0.905 | -7.18% | -14.37% |
| 12m 2027-10-28 | -50bp | 3.433 | 72.102 | 1.800 | +13.92% | +13.92% |
| -25bp | 3.683 | 68.711 | 1.800 | +8.71% | +8.71% |
| Unchanged (roll-down) | 3.933 | 65.514 | 1.800 | +3.79% | +3.79% |
| +25bp | 4.183 | 62.499 | 1.800 | -0.84% | -0.84% |
| +50bp | 4.433 | 59.654 | 1.800 | -5.22% | -5.22% |