bonds / 30Y / JGB (30-Year) No. 56
Bond Information
| Name | JGB (30-Year) No. 56 |
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| ISIN | — |
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| Issue # | 56 |
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| Coupon (%) | 0.8% semi-annual |
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| Issue Date | 2017-09-20 |
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| Maturity | 2047-09-20 （Remaining 21.1y） |
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| Outstanding | ¥2.7T （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 |
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| SLF usage | last 30d —／ total ¥33.4B（last 2026-07-17・BOJ） |
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| BOJ Holding | ¥1.2T（44.3%）（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 | 0.7993 % |
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| Accrued Interest | 0.341918 (156 days) per 100 |
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| Settlement Amount | — |
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| Modified Duration | 19.31 |
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| Macaulay Duration | 19.38 |
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| DV01 | — |
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| Convexity | 403.8 |
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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 |
| …（38 omitted）… |
| 2047-03-20 | coupon | 0.400 |
| 2047-09-20 | coupon + redemption | 100.400 |
Related Auctions
Horizon total return settle 2026-08-23 ・ CMT 2026-08-20
| CMT interpolated (rem 21.1y) | 3.783 % → ref. price 56.908 |
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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 | 3.268 | 62.903 | -0.202 | +10.12% | +40.48% |
| -25bp | 3.518 | 60.085 | -0.202 | +5.20% | +20.79% |
| Unchanged (roll-down) | 3.768 | 57.407 | -0.202 | +0.52% | +2.08% |
| +25bp | 4.018 | 54.860 | -0.202 | -3.93% | -15.72% |
| +50bp | 4.268 | 52.438 | -0.202 | -8.16% | -32.64% |
| 6m 2027-02-23 | -50bp | 3.253 | 63.392 | 0.400 | +12.02% | +24.05% |
| -25bp | 3.503 | 60.580 | 0.400 | +7.11% | +14.23% |
| Unchanged (roll-down) | 3.753 | 57.906 | 0.400 | +2.44% | +4.88% |
| +25bp | 4.003 | 55.362 | 0.400 | -2.00% | -4.00% |
| +50bp | 4.253 | 52.941 | 0.400 | -6.23% | -12.46% |
| 12m 2027-08-23 | -50bp | 3.224 | 64.352 | 0.800 | +14.40% | +14.40% |
| -25bp | 3.474 | 61.554 | 0.800 | +9.51% | +9.51% |
| Unchanged (roll-down) | 3.724 | 58.890 | 0.800 | +4.86% | +4.86% |
| +25bp | 3.974 | 56.352 | 0.800 | +0.43% | +0.43% |
| +50bp | 4.224 | 53.935 | 0.800 | -3.79% | -3.79% |