bonds / 30Y / JGB (30-Year) No. 80
Bond Information
| Name | JGB (30-Year) No. 80 |
|---|
| ISIN | — |
|---|
| Issue # | 80 |
|---|
| Coupon (%) | 1.8% semi-annual |
|---|
| Issue Date | 2023-10-06 |
|---|
| Maturity | 2053-09-20 （Remaining 27y） |
|---|
| Outstanding | ¥2.8T （2026-03-31・MOF） |
|---|
| Total issued | ¥2.8T （annual report, FY-end） |
|---|
| Statutory basis | 4条借換財投 |
|---|
| SLF usage | last 30d —／ total ¥500M（last 2026-05-29・BOJ） |
|---|
| BOJ Holding | ¥346.5B（12.6%）（as of 2026-08-31・Source: BOJ・Ratios approximate due to differing as-of dates） |
|---|
| Status | active |
|---|
Results
Yield Calculator (price input) | Simple Yield | 1.800 % |
|---|
| Compound Yield | 1.7984 % |
|---|
| Accrued Interest | 0.872877 (177 days) per 100 |
|---|
| Settlement Amount | — |
|---|
| Modified Duration | 21.15 |
|---|
| Macaulay Duration | 21.34 |
|---|
| DV01 | — |
|---|
| Convexity | 531.8 |
|---|
Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
|---|
| 2026-09-20 | coupon | 0.900 |
| 2027-03-20 | coupon | 0.900 |
| 2027-09-20 | coupon | 0.900 |
| …（50 omitted）… |
| 2053-03-20 | coupon | 0.900 |
| 2053-09-20 | coupon + redemption | 100.900 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 27.0y) | 4.008 % → ref. price 63.729 |
|---|
| G-spread (vs interpolated CMT) | — |
|---|
| Horizon | Scenario | Yield@H | Price@H | Carry | Total return | Ann. |
|---|
| 3m 2026-12-13 | -50bp | 3.509 | 70.460 | -0.459 | +9.71% | +38.84% |
| -25bp | 3.759 | 67.086 | -0.459 | +4.49% | +17.94% |
| Unchanged (roll-down) | 4.009 | 63.909 | -0.459 | -0.43% | -1.73% |
| +25bp | 4.259 | 60.918 | -0.459 | -5.06% | -20.25% |
| +50bp | 4.509 | 58.100 | -0.459 | -9.42% | -37.70% |
| 6m 2027-03-13 | -50bp | 3.510 | 70.613 | 0.885 | +12.02% | +24.05% |
| -25bp | 3.760 | 67.251 | 0.885 | +6.82% | +13.64% |
| Unchanged (roll-down) | 4.010 | 64.085 | 0.885 | +1.92% | +3.84% |
| +25bp | 4.260 | 61.102 | 0.885 | -2.70% | -5.39% |
| +50bp | 4.510 | 58.292 | 0.885 | -7.05% | -14.09% |
| 12m 2027-09-13 | -50bp | 3.512 | 70.918 | 1.800 | +13.91% | +13.91% |
| -25bp | 3.762 | 67.584 | 1.800 | +8.75% | +8.75% |
| Unchanged (roll-down) | 4.012 | 64.440 | 1.800 | +3.89% | +3.89% |
| +25bp | 4.262 | 61.475 | 1.800 | -0.70% | -0.70% |
| +50bp | 4.512 | 58.679 | 1.800 | -5.03% | -5.03% |