bonds / 30Y / JGB (30-Year) No. 55
Bond Information
| Name | JGB (30-Year) No. 55 |
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| ISIN | — |
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| Issue # | 55 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2017-06-20 |
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| Maturity | 2047-06-20 (Remaining 20.8y) |
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| Outstanding | ¥2.1T (2026-03-31・MOF) |
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| Total issued | ¥2.6T (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 ¥7.1B(last 2025-11-25・BOJ) |
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| BOJ Holding | ¥1.2T(58.6%)(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 | 0.7995 % |
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| Accrued Interest | 0.140274 (64 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.13 |
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| Macaulay Duration | 19.21 |
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| DV01 | — |
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| Convexity | 395.7 |
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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 | 0.400 |
| 2027-06-20 | coupon | 0.400 |
| 2027-12-20 | coupon | 0.400 |
| …(37 omitted)… |
| 2046-12-20 | coupon | 0.400 |
| 2047-06-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 20.8y) | 3.768 % → ref. price 57.406 |
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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 | 3.253 | 63.390 | 0.202 | +10.75% | +43.00% |
| -25bp | 3.503 | 60.579 | 0.202 | +5.86% | +23.46% |
| Unchanged (roll-down) | 3.753 | 57.905 | 0.202 | +1.22% | +4.87% |
| +25bp | 4.003 | 55.360 | 0.202 | -3.20% | -12.82% |
| +50bp | 4.253 | 52.940 | 0.202 | -7.41% | -29.64% |
| 6m 2027-02-23 | -50bp | 3.238 | 63.881 | 0.402 | +11.95% | +23.90% |
| -25bp | 3.488 | 61.076 | 0.402 | +7.08% | +14.15% |
| Unchanged (roll-down) | 3.738 | 58.406 | 0.402 | +2.44% | +4.87% |
| +25bp | 3.988 | 55.865 | 0.402 | -1.98% | -3.96% |
| +50bp | 4.238 | 53.446 | 0.402 | -6.18% | -12.36% |
| 12m 2027-08-23 | -50bp | 3.208 | 64.850 | 0.800 | +14.33% | +14.33% |
| -25bp | 3.458 | 62.059 | 0.800 | +9.48% | +9.48% |
| Unchanged (roll-down) | 3.708 | 59.401 | 0.800 | +4.86% | +4.86% |
| +25bp | 3.958 | 56.867 | 0.800 | +0.45% | +0.45% |
| +50bp | 4.208 | 54.453 | 0.800 | -3.74% | -3.74% |