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bonds / 30Y / JGB (30-Year) No. 53

Bond Information

NameJGB (30-Year) No. 53
ISIN
Issue #53
Coupon (%)0.6% semi-annual
Issue Date2016-12-20
Maturity2046-12-20 (Remaining 20.3y)
Outstanding¥2.1T (2026-03-31・MOF)
Total issued¥2.7T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥8.9B(last 2026-07-22・BOJ)
BOJ Holding¥1.3T(61.0%)(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 Yield0.600 %
Compound Yield0.5995 %
Accrued Interest0.105205 (64 days) per 100
Settlement Amount
Modified Duration19.10
Macaulay Duration19.16
DV01
Convexity389.0

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.300
2027-06-20coupon0.300
2027-12-20coupon0.300
…(36 omitted)…
2046-06-20coupon0.300
2046-12-20coupon + redemption100.300

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2017-02-09reopen3.23270.907
2017-01-11reopen3.33230.745
2016-12-08new2.85400.617

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

CMT interpolated (rem 20.3y)3.738 % → ref. price 55.565
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.22361.4210.151+10.79%+43.16%
-25bp3.47358.6890.151+5.88%+23.53%
Unchanged (roll-down)3.72356.0880.151+1.21%+4.85%
+25bp3.97353.6120.151-3.24%-12.94%
+50bp4.22351.2550.151-7.47%-29.88%
6m 2027-02-23-50bp3.20861.9400.302+11.99%+23.99%
-25bp3.45859.2140.302+7.10%+14.19%
Unchanged (roll-down)3.70856.6180.302+2.43%+4.87%
+25bp3.95854.1450.302-2.01%-4.02%
+50bp4.20851.7890.302-6.24%-12.48%
12m 2027-08-23-50bp3.17762.9670.600+14.37%+14.37%
-25bp3.42760.2560.600+9.50%+9.50%
Unchanged (roll-down)3.67757.6700.600+4.86%+4.86%
+25bp3.92755.2040.600+0.43%+0.43%
+50bp4.17752.8530.600-3.79%-3.79%