bonds / 30Y / JGB (30-Year) No. 81
Bond Information
| Name | JGB (30-Year) No. 81 |
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| ISIN | — |
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| Issue # | 81 |
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| Coupon (%) | 1.6% semi-annual |
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| Issue Date | 2024-01-15 |
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| Maturity | 2053-12-20 （Remaining 27.3y） |
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| Outstanding | ¥2.5T （2026-03-31・MOF） |
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| Total issued | ¥3T （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 ¥10.1B（last 2026-03-23・BOJ） |
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| BOJ Holding | ¥323.9B（12.8%）（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 | 1.600 % |
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| Compound Yield | 1.5988 % |
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| Accrued Interest | 0.372603 (85 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.96 |
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| Macaulay Duration | 22.14 |
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| DV01 | — |
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| Convexity | 562.5 |
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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 | 0.800 |
| 2027-06-20 | coupon | 0.800 |
| 2027-12-20 | coupon | 0.800 |
| …（50 omitted）… |
| 2053-06-20 | coupon | 0.800 |
| 2053-12-20 | coupon + redemption | 100.800 |
Related Auctions
Horizon total return settle 2026-09-13 ・ CMT 2026-09-10
| CMT interpolated (rem 27.3y) | 4.006 % → ref. price 60.261 |
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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 | 3.508 | 66.835 | 0.399 | +11.50% | +46.00% |
| -25bp | 3.758 | 63.545 | 0.399 | +6.08% | +24.30% |
| Unchanged (roll-down) | 4.008 | 60.452 | 0.399 | +0.97% | +3.89% |
| +25bp | 4.258 | 57.542 | 0.399 | -3.83% | -15.31% |
| +50bp | 4.508 | 54.803 | 0.399 | -8.34% | -33.37% |
| 6m 2027-03-13 | -50bp | 3.509 | 67.004 | 0.791 | +12.43% | +24.85% |
| -25bp | 3.759 | 63.726 | 0.791 | +7.02% | +14.04% |
| Unchanged (roll-down) | 4.009 | 60.642 | 0.791 | +1.93% | +3.87% |
| +25bp | 4.259 | 57.739 | 0.791 | -2.85% | -5.71% |
| +50bp | 4.509 | 55.006 | 0.791 | -7.36% | -14.72% |
| 12m 2027-09-13 | -50bp | 3.511 | 67.352 | 1.600 | +14.34% | +14.34% |
| -25bp | 3.761 | 64.098 | 1.600 | +8.97% | +8.97% |
| Unchanged (roll-down) | 4.011 | 61.033 | 1.600 | +3.91% | +3.91% |
| +25bp | 4.261 | 58.146 | 1.600 | -0.85% | -0.85% |
| +50bp | 4.511 | 55.425 | 1.600 | -5.34% | -5.34% |