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bonds / 30Y / JGB (30-Year) No. 52

Bond Information

NameJGB (30-Year) No. 52
ISIN
Issue #52
Coupon (%)0.5% semi-annual
Issue Date2016-09-20
Maturity2046-09-20 (Remaining 20.1y)
Outstanding¥2.9T (2026-03-31・MOF)
Total issued¥2.9T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥5.3B(last 2026-06-18・BOJ)
BOJ Holding¥1.2T(41.8%)(as of 2026-08-10・Source: BOJ・Ratios approximate due to differing as-of dates)
Statusactive

Results

Yield Calculator (price input)
Price:
Settlement:
Face Amount: JPY
Simple Yield0.500 %
Compound Yield0.4996 %
Accrued Interest0.213699 (156 days) per 100
Settlement Amount
Modified Duration19.05
Macaulay Duration19.10
DV01
Convexity384.9

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-09-20coupon0.250
2027-03-20coupon0.250
2027-09-20coupon0.250
…(36 omitted)…
2046-03-20coupon0.250
2046-09-20coupon + redemption100.250

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2016-11-10reopen3.50190.511
2016-10-12reopen3.64130.514
2016-09-06new3.13180.500

Horizon total return settle 2026-08-23 ・ CMT 2026-08-20

CMT interpolated (rem 20.1y)3.724 % → ref. price 54.676
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.20860.476-0.126+10.34%+41.35%
-25bp3.45857.783-0.126+5.43%+21.72%
Unchanged (roll-down)3.70855.218-0.126+0.76%+3.03%
+25bp3.95852.775-0.126-3.69%-14.77%
+50bp4.20850.448-0.126-7.93%-31.73%
6m 2027-02-23-50bp3.19361.0100.250+11.99%+23.99%
-25bp3.44358.3220.250+7.10%+14.20%
Unchanged (roll-down)3.69355.7620.250+2.43%+4.87%
+25bp3.94353.3220.250-2.01%-4.02%
+50bp4.19350.9970.250-6.25%-12.49%
12m 2027-08-23-50bp3.16262.0610.500+14.36%+14.36%
-25bp3.41259.3880.500+9.49%+9.49%
Unchanged (roll-down)3.66256.8380.500+4.85%+4.85%
+25bp3.91254.4060.500+0.42%+0.42%
+50bp4.16252.0850.500-3.81%-3.81%