bonds / 30Y / JGB (30-Year) No. 54
Bond Information
| Name | JGB (30-Year) No. 54 |
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| ISIN | — |
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| Issue # | 54 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2017-03-21 |
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| Maturity | 2047-03-20 （Remaining 20.6y） |
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| Outstanding | ¥2T （2026-03-31・MOF） |
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| Total issued | ¥2.8T （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 ¥900M（last 2026-03-26・BOJ） |
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| BOJ Holding | ¥1.5T（73.3%）（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 | 0.800 % |
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| Compound Yield | 0.7994 % |
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| Accrued Interest | 0.341918 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 18.88 |
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| Macaulay Duration | 18.96 |
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| DV01 | — |
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| Convexity | 386.0 |
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Estimates based on the input price.
Cashflow Schedule
| Date | Type | Amount (per 100) |
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| 2026-09-20 | coupon | 0.400 |
| 2027-03-20 | coupon | 0.400 |
| 2027-09-20 | coupon | 0.400 |
| …（37 omitted）… |
| 2046-09-20 | coupon | 0.400 |
| 2047-03-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 20.6y) | 3.753 % → ref. price 57.904 |
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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 | 3.238 | 63.882 | -0.202 | +9.92% | +39.67% |
| -25bp | 3.488 | 61.077 | -0.202 | +5.10% | +20.41% |
| Unchanged (roll-down) | 3.738 | 58.408 | -0.202 | +0.52% | +2.07% |
| +25bp | 3.988 | 55.866 | -0.202 | -3.84% | -15.38% |
| +50bp | 4.238 | 53.447 | -0.202 | -8.00% | -31.99% |
| 6m 2027-02-23 | -50bp | 3.223 | 64.373 | 0.400 | +11.79% | +23.59% |
| -25bp | 3.473 | 61.575 | 0.400 | +6.99% | +13.98% |
| Unchanged (roll-down) | 3.723 | 58.911 | 0.400 | +2.42% | +4.83% |
| +25bp | 3.973 | 56.374 | 0.400 | -1.94% | -3.88% |
| +50bp | 4.223 | 53.957 | 0.400 | -6.09% | -12.18% |
| 12m 2027-08-23 | -50bp | 3.193 | 65.349 | 0.800 | +14.16% | +14.16% |
| -25bp | 3.443 | 62.567 | 0.800 | +9.38% | +9.38% |
| Unchanged (roll-down) | 3.693 | 59.914 | 0.800 | +4.82% | +4.82% |
| +25bp | 3.943 | 57.385 | 0.800 | +0.48% | +0.48% |
| +50bp | 4.193 | 54.973 | 0.800 | -3.66% | -3.66% |