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bonds / 30Y / JGB (30-Year) No. 55

Bond Information

NameJGB (30-Year) No. 55
ISIN
Issue #55
Coupon (%)0.8% semi-annual
Issue Date2017-06-20
Maturity2047-06-20 (Remaining 20.8y)
Outstanding¥2.1T (2026-03-31・MOF)
Total issued¥2.6T (annual report, FY-end)
Statutory basis4条借換前倒財投
SLF usagelast 30d / total ¥7.1B(last 2025-11-25・BOJ)
BOJ Holding¥1.2T(58.6%)(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 Yield0.800 %
Compound Yield0.7995 %
Accrued Interest0.140274 (64 days) per 100
Settlement Amount
Modified Duration19.13
Macaulay Duration19.21
DV01
Convexity395.7

Estimates based on the input price.

Cashflow Schedule

DateTypeAmount (per 100)
2026-12-20coupon0.400
2027-06-20coupon0.400
2027-12-20coupon0.400
…(37 omitted)…
2046-12-20coupon0.400
2047-06-20coupon + redemption100.400

Related Auctions

Auction DateBid/CoverTail (sen)Avg Yield (%)
2017-08-08reopen3.90100.876
2017-07-06reopen3.6290.878
2017-06-06new3.63130.817

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

CMT interpolated (rem 20.8y)3.768 % → ref. price 57.406
G-spread (vs interpolated CMT)
HorizonScenarioYield@HPrice@HCarryTotal returnAnn.
3m 2026-11-23-50bp3.25363.3900.202+10.75%+43.00%
-25bp3.50360.5790.202+5.86%+23.46%
Unchanged (roll-down)3.75357.9050.202+1.22%+4.87%
+25bp4.00355.3600.202-3.20%-12.82%
+50bp4.25352.9400.202-7.41%-29.64%
6m 2027-02-23-50bp3.23863.8810.402+11.95%+23.90%
-25bp3.48861.0760.402+7.08%+14.15%
Unchanged (roll-down)3.73858.4060.402+2.44%+4.87%
+25bp3.98855.8650.402-1.98%-3.96%
+50bp4.23853.4460.402-6.18%-12.36%
12m 2027-08-23-50bp3.20864.8500.800+14.33%+14.33%
-25bp3.45862.0590.800+9.48%+9.48%
Unchanged (roll-down)3.70859.4010.800+4.86%+4.86%
+25bp3.95856.8670.800+0.45%+0.45%
+50bp4.20854.4530.800-3.74%-3.74%