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bonds / 30Y / JGB (30-Year) No. 80

Bond Information

NameJGB (30-Year) No. 80
ISIN—
Issue #80
Coupon (%)1.8% semi-annual
Issue Date2023-10-06
Maturity2053-09-20 (Remaining 26.9y)
Outstanding¥2.8T (2026-03-31・MOF)
Total issued¥2.8T (annual report, FY-end)
Statutory basis4条借換財投
SLF usagelast 30d ¥17.1B/ total ¥17.6B(last 2026-10-23・BOJ)
BOJ Holding¥346.5B(12.6%)(as of 2026-10-20・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield1.800 %
Compound Yield1.7987 %
Accrued Interest0.187397 (38 days) per 100
Settlement Amount—
Modified Duration21.22
Macaulay Duration21.41
DV01—
Convexity531.3

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2027-03-20coupon0.900
2027-09-20coupon0.900
2028-03-20coupon0.900
…(49 omitted)…
2053-03-20coupon0.900
2053-09-20coupon + redemption100.900

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2023-12-07reopen2.621201.623
2023-11-09reopen3.60201.741
2023-10-05new3.06501.691

Horizon total return settle 2026-10-28 ・ CMT 2026-10-23

CMT interpolated (rem 26.9y)3.926 % → ref. price 64.848
G-spread (vs interpolated CMT)—
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2027-01-28-50bp3.42771.6820.454+11.20%+44.82%
-25bp3.67768.2470.454+5.92%+23.69%
Unchanged (roll-down)3.92765.0130.454+0.95%+3.80%
+25bp4.17761.9670.454-3.73%-14.93%
+50bp4.42759.0970.454-8.14%-32.58%
6m 2027-04-28-50bp3.42971.8110.905+12.10%+24.20%
-25bp3.67968.3910.905+6.84%+13.68%
Unchanged (roll-down)3.92965.1690.905+1.88%+3.77%
+25bp4.17962.1330.905-2.78%-5.57%
+50bp4.42959.2710.905-7.18%-14.37%
12m 2027-10-28-50bp3.43372.1021.800+13.92%+13.92%
-25bp3.68368.7111.800+8.71%+8.71%
Unchanged (roll-down)3.93365.5141.800+3.79%+3.79%
+25bp4.18362.4991.800-0.84%-0.84%
+50bp4.43359.6541.800-5.22%-5.22%