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 27.2y） |
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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 2026-10-20・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 | 1.600 % |
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| Compound Yield | 1.5988 % |
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| Accrued Interest | 0.569863 (130 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 21.84 |
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| Macaulay Duration | 22.02 |
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| DV01 | — |
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| Convexity | 557.1 |
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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 2026-10-28 ・ CMT 2026-10-23
| CMT interpolated (rem 27.1y) | 3.924 % → ref. price 61.362 |
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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 | 3.426 | 68.048 | -0.399 | +10.15% | +40.61% |
| -25bp | 3.676 | 64.697 | -0.399 | +4.74% | +18.97% |
| Unchanged (roll-down) | 3.926 | 61.546 | -0.399 | -0.35% | -1.39% |
| +25bp | 4.176 | 58.580 | -0.399 | -5.14% | -20.54% |
| +50bp | 4.426 | 55.790 | -0.399 | -9.64% | -38.57% |
| 6m 2027-04-28 | -50bp | 3.427 | 68.204 | 0.796 | +12.33% | +24.66% |
| -25bp | 3.677 | 64.866 | 0.796 | +6.94% | +13.88% |
| Unchanged (roll-down) | 3.927 | 61.725 | 0.796 | +1.87% | +3.74% |
| +25bp | 4.177 | 58.768 | 0.796 | -2.90% | -5.81% |
| +50bp | 4.427 | 55.984 | 0.796 | -7.40% | -14.80% |
| 12m 2027-10-28 | -50bp | 3.431 | 68.523 | 1.600 | +14.15% | +14.15% |
| -25bp | 3.681 | 65.212 | 1.600 | +8.80% | +8.80% |
| Unchanged (roll-down) | 3.931 | 62.093 | 1.600 | +3.76% | +3.76% |
| +25bp | 4.181 | 59.154 | 1.600 | -0.98% | -0.98% |
| +50bp | 4.431 | 56.385 | 1.600 | -5.45% | -5.45% |