bonds / 30Y / JGB (30-Year) No. 53
Bond Information
| Name | JGB (30-Year) No. 53 |
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| ISIN | — |
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| Issue # | 53 |
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| Coupon (%) | 0.6% semi-annual |
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| Issue Date | 2016-12-20 |
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| Maturity | 2046-12-20 (Remaining 20.3y) |
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| Outstanding | ¥2.1T (2026-03-31・MOF) |
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| Total issued | ¥2.7T (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 ¥8.9B(last 2026-07-22・BOJ) |
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| BOJ Holding | ¥1.3T(61.0%)(as of 2026-08-10・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 | 0.600 % |
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| Compound Yield | 0.5995 % |
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| Accrued Interest | 0.105205 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.10 |
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| Macaulay Duration | 19.16 |
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| DV01 | — |
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| Convexity | 389.0 |
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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 | 0.300 |
| 2027-06-20 | coupon | 0.300 |
| 2027-12-20 | coupon | 0.300 |
| …(36 omitted)… |
| 2046-06-20 | coupon | 0.300 |
| 2046-12-20 | coupon + redemption | 100.300 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 20.3y) | 3.738 % → ref. price 55.565 |
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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 2026-11-23 | -50bp | 3.223 | 61.421 | 0.151 | +10.79% | +43.16% |
| -25bp | 3.473 | 58.689 | 0.151 | +5.88% | +23.53% |
| Unchanged (roll-down) | 3.723 | 56.088 | 0.151 | +1.21% | +4.85% |
| +25bp | 3.973 | 53.612 | 0.151 | -3.24% | -12.94% |
| +50bp | 4.223 | 51.255 | 0.151 | -7.47% | -29.88% |
| 6m 2027-02-23 | -50bp | 3.208 | 61.940 | 0.302 | +11.99% | +23.99% |
| -25bp | 3.458 | 59.214 | 0.302 | +7.10% | +14.19% |
| Unchanged (roll-down) | 3.708 | 56.618 | 0.302 | +2.43% | +4.87% |
| +25bp | 3.958 | 54.145 | 0.302 | -2.01% | -4.02% |
| +50bp | 4.208 | 51.789 | 0.302 | -6.24% | -12.48% |
| 12m 2027-08-23 | -50bp | 3.177 | 62.967 | 0.600 | +14.37% | +14.37% |
| -25bp | 3.427 | 60.256 | 0.600 | +9.50% | +9.50% |
| Unchanged (roll-down) | 3.677 | 57.670 | 0.600 | +4.86% | +4.86% |
| +25bp | 3.927 | 55.204 | 0.600 | +0.43% | +0.43% |
| +50bp | 4.177 | 52.853 | 0.600 | -3.79% | -3.79% |